International stock return comovements
Year of publication: |
2008
|
---|---|
Authors: | Bekaert, Geert ; Hodrick, Robert J. ; Zhang, Xiaoyan |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Finanzmarkt | Kapitaleinkommen | Portfolio-Management | Industrieländer | APT model | Comovements | correlation dynamics | Factor models | global market integration | industry country debate | international diversification |
Series: | ECB Working Paper ; 931 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 589054740 [GVK] hdl:10419/153365 [Handle] RePEc:ecb:ecbwps:20080931 [RePEc] |
Classification: | C52 - Model Evaluation and Testing ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
-
International stock return comovements
Bekaert, Geert, (2008)
-
International Stock Return Comovements
Bekaert, Geert, (2006)
-
The Alpha Bias in Asset Allocation Performance Measurement
Chance, Don M., (2014)
- More ...
-
International stock return comovements
Bekaert, Geert, (2008)
-
Aggregate idiosyncratic volatility
Bekaert, Geert, (2010)
-
International stock return comovements
Bekaert, Geert, (2006)
- More ...