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 4714
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
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
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Keywords
- cross-correlations
- financial markets
- financial assets
- diversification
- portfolio
- crisis
