Cross-Correlation Analysis in Financial Markets
A special issue of International Journal of Financial Studies (ISSN 2227-7072).
Deadline for manuscript submissions: closed (16 December 2022) | Viewed by 6238
Special Issue Editor
Interests: econophysics; financial markets; time series analysis; financial contagion; financial integration
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
The joint behavior of cross-correlations in financial markets is a very relevant and challenging issue when considered in the context of constant dynamics in financial markets due to either normal market dynamics or certain events, regardless of whether they are motivated by economic factors or by others; recent examples include the COVID-19 pandemic and the conflict in Ukraine. Currently, the enormous availability of data and numerous methodologies available present a wide research field for exploring the relationship between financial assets. Moreover, the complexity of financial markets, which include many different assets (stocks, bonds, commodities, cryptocurrencies, ETF, etc.), opens the way for different types of approaches, which may be relevant for different agents, including investors, who are are able to obtain more information about the assets in which they have investments (or intend to invest). In the context of cross-correlations, this may be relevant to diversification and/or portfolio construction for companies looking for financing, because this information is relevant to the design of desired financial products, and for regulatory authorities, who, through monitoring the behavior of financial markets, may have relevant information on their evolution (such as, for example, overheating markets or bubbles and contagion). Hence, in this Special Issue, we will attempt to understand the cross-correlation of financial markets through any possible methodology.
Prof. Dr. Paulo Ferreira
Guest Editor
Manuscript Submission Information
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Keywords
- cross-correlations
- financial markets
- financial assets
- diversification
- portfolio
- crisis
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