E. Krylova
Finance · with Baele · 2004–2008
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 28 citations into it
- Economics and Econometrics — 24 citations into it
Whom E. Krylova trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts E. Krylova overall
Papers from E. Krylova's perspective
Ordered by how strongly the researchers E. Krylova trusts endorse each paper. Same corpus, a different order for every researcher.
- Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Stock Market Uncertainty and the Stock-Bond Return Relation
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Household Stockholding in Europe: Where Do We Stand and Where Do We Go? (Social Science Research Network)
- The Euro Area Financial System: Structure, Integration and Policy Initiatives (Social Science Research Network)
- Retail Bank Interest Rate Pass-Through: New Evidence at the Euro Area Level (Social Science Research Network)
- Banking Integration in the Euro Area (Social Science Research Network)
- Risk Sharing and Industrial Specialization: Regional and International Evidence
- Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
Their papers
- Measuring European Financial Integration (2004) — 275 citations
- Why does the correlation between stock and bond returns vary over time? (2008) — 209 citations
- Measuring financial integration in the euro area (2004) — 715 citations