Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Log in using your username and password
From Risk Factors to Networks: A Case Study on Interconnectedness Using Currency Funds
Jump to section
- Article
- Abstract
- DATA DESCRIPTION
- CAPTURING CURRENCY FUNDS’ INTERCONNECTEDNESS AND STYLE EXPOSURE
- RISK FACTOR EXPOSURE OF THE CURRENCY FUNDS
- CURRENCY FUNDS’ NETWORK PROPERTIES
- CURRENCY FUNDS AS A RISK NETWORK
- INTEGRATING FACTOR ANALYSIS AND TOPOLOGY
- INTEGRATING RISK FACTOR EXPOSURE IN NETWORK ANALYSIS
- ROBUSTNESS ASSESSMENT AND ADDITIONAL TESTS
- CONCLUSION
- ADDITIONAL READING
- ACKNOWLEDGMENTS
- APPENDIX
- ENDNOTES
- REFERENCES
- Info & Metrics
- PDF (Subscribers Only)
- PDF (Subscribers Only)
Similar Articles
Cited By...
- Carry Strategies and the US Dollar Risk of US and Global Bonds
- A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation
- Interactions and Interconnectedness Shape Financial Market Research
- The Bond-Equity-Fund Relation Using the Fama-French-Carhart Factors: A Practical Network Approach