Cross-Correlation Asymmetries and Causal Relationships between Stock and Market Risk

Open Access

Peer-reviewed

Research Article

Stanislav S. Borysov ,

* E-mail: borysov@kth.se

Affiliations Nordita, KTH Royal Institute of Technology and Stockholm University, Stockholm, Sweden, Nanostructure Physics, KTH Royal Institute of Technology, Stockholm, Sweden, Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico, United States of America
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Alexander V. Balatsky

Affiliations Nordita, KTH Royal Institute of Technology and Stockholm University, Stockholm, Sweden, Institute for Materials Science, Los Alamos National Laboratory, Los Alamos, New Mexico, United States of America
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