Determinants of Stock Market Correlations: Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting

SSRN Electronic Journal 2026 Preprint Open access

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Authors: António Afonso, Krzysztof Beck, Karen Jackson
DOI: 10.2139/ssrn.6274238
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint