Fiche du document
5 mars 2010
- doi: 10.58079/oudc
Ce document est lié à :
info:eu-repo/semantics/reference/issn/2262-6891
info:eu-repo/semantics/openAccess
Sujets proches
CaudaCiter ce document
Arthur Charpentier, « Category-based Tail Comovement », Freakonometrics, ID : 10.58079/oudc
Métriques
Partage / Export
Résumé
Christophe gave a talk at EM Lyon at the end of February at the Journées de Finance Inter-Ecoles de Commerce 2010 (here), about "Category-Based Tail Comovement". I have uploaded Christophe's slides here. The abstract of the joint paper (writen also with Emilios Galariotis) is the following, "traditional financial theory predicts that comovement in asset returns is due to fundamentals. An alternative view is that of Barberis and Shleifer (2003) and Barberis, Shleifer and Wurgler (2005) who pr...