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~person:"Balli, Faruk"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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ARCH model
Aktienmarkt
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Capital market returns
3
Kapitalmarktrendite
3
Portfolio selection
3
2001-2009
2
Asset holdings
2
Asset return volatility
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Engoneity bias
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Finanzmarktregulierung
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International portfolio choice
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Balli, Faruk
McAleer, Michael
34
Zaremba, Adam
14
Chang, Chia-Lin
9
Allen, David E.
7
Kaniel, Ron
7
Zhang, Yaojie
7
Atilgan, Yigit
6
Demirtas, K. Ozgur
6
Ilomäki, Jukka
6
Laurila, Hannu
6
Martinet, Guillaume Gaetan
6
Rodriguez, Gabriel
6
Asai, Manabu
5
Hafner, Christian M.
5
Long, Huaigang
5
Powell, Robert
5
Rabitsch, Katrin
5
Schrimpf, Andreas
5
Stepanchuk, Serhiy
5
Thesmar, David
5
Wagner, Alexander F.
5
Bali, Turan G.
4
Bartram, Söhnke M.
4
Bouchaud, Jean-Philippe
4
Griffin, John M.
4
He, Mengxi
4
Hjalmarsson, Erik
4
Landier, Augustin
4
Linton, Oliver
4
Ng, David Tat-chee
4
Schlag, Christian
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Solarin Sakiru Adebola
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Sraer, David
4
Weigert, Florian
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Wu, Jianbin
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3
Al-Mulali, Usama
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CAMA working paper series
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Economic modelling
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Journal of international money and finance
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ECONIS (ZBW)
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The determinants of the volatility of returns on cross-border asset holdings
Balli, Faruk
;
Basher, Syed Abul
;
Rana, Faisal
-
2014
Persistent link: https://www.econbiz.de/10010244628
Saved in:
2
Diversification across ASEAN-wide sectoral and national equity returns
Balli, Faruk
;
Balli, Hatice Ozer
;
Luu, Mong Ngoc
- In:
Economic modelling
41
(
2014
),
pp. 398-407
Persistent link: https://www.econbiz.de/10010440683
Saved in:
3
The determinants of the volatility of returns on cross-border asset holdings
Balli, Faruk
;
Basher, Syed Abul
;
Rana, Faisal
- In:
Journal of international money and finance
44
(
2014
),
pp. 1-23
Persistent link: https://www.econbiz.de/10010391097
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