Concepedia

Co-movement Risk

Co-Movement Risk is a financial risk metric that quantifies the likelihood of simultaneous adverse movements in asset returns within a portfolio, distinguished from other risk measures by its focus on correlated deviations rather than individual asset volatility.

54

Publications

2.7K

Citations

132

Authors

131

Institutions

Publications per year

2017–2026

25

Parents

Publications

54

How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices

Brian H. Boyer, Tomomi Kumagai, Kathy Yuan · The Journal of Finance · 2006 · 431 citations

, , +17

Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis

Chaker Aloui, Besma Hkiri · Economic Modelling · 2013 · 239 citations

, , +13

Beyond Correlation: Extreme Co-movements Between Financial Assets

Roy Mashal, Assaf Zeevi · SSRN Electronic Journal · 2002 · 225 citations · Full text

, , +17

Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis

Zhuhua Jiang, Seong‐Min Yoon · Energy Economics · 2020 · 170 citations

, , +17

Stock market co-movement assessment using a three-phase clustering method

Saeed Aghabozorgi · Expert Systems with Applications · 2013 · 103 citations

, , +8

1–5 of 54

Authors

132

  1. EB
    Elie Bouri

    Lebanese American University, Lebanon

    3 publications · 149 citations

    3

    h-index

  2. SG
    Sander Gerber

    Rice University, United States

    3 publications · 44 citations

    3

    h-index

  3. BH
    Besma Hkiri

    University of Business and Technology, Saudi Arabia

    3 publications · 268 citations

    3

    h-index

  4. HM
    Harry M. Markowitz

    University of California San Diego, United States

    3 publications · 44 citations

    3

    h-index

  5. YM
    Yinsen Miao

    Rice University, United States

    2 publications · 34 citations

    2

    h-index

1–5 of 132

Institutions

131

  1. Lebanese American University

    Beirut, Lebanon

    3 h-index

    3 publications

    149 citations

  2. WHU – Otto Beisheim School of Management

    Vallendar, Germany

    2 h-index

    4 publications

    76 citations

  3. KU Leuven

    Leuven, Belgium

    2 h-index

    6 publications

    258 citations

  4. Rice University

    Houston, United States

    2 h-index

    2 publications

    34 citations

  5. University of California San Diego

    San Diego, United States

    2 h-index

    2 publications

    23 citations

  6. Fidelity Investments (United States)

    Boston, United States

    2 h-index

    2 publications

    34 citations

  7. Brigham Young University

    Provo, United States

    2 h-index

    2 publications

    491 citations

  8. University of Carthage

    Tunis, Tunisia

    2 h-index

    2 publications

    29 citations

1–8 of 131

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 431 citations

    8

    h-index

  2. Expert Systems with Applications

    2 publications · 155 citations

    2

    h-index

  3. Finance research letters

    2 publications · 80 citations

    2

    h-index

  4. Economic Research-Ekonomska Istraživanja

    2 publications · 80 citations

    2

    h-index

  5. International Review of Financial Analysis

    IRFA · 2 publications · 140 citations

    2

    h-index

1–5