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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 721-742
Persistent link: https://www.econbiz.de/10001604133
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The fragility of market risk insurance
Koijen, Ralph S. J.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 815-862
Persistent link: https://www.econbiz.de/10013190462
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
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Asset-pricing tests under alternative distributions
Zhou, Guofu - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
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How do crises spread? : Evidence from accessible and inaccessible stock indices
Boyer, Brian H.; Kumagai, Tomomi; Yuan, Kathy - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 957-1003
Persistent link: https://www.econbiz.de/10003307222
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Asset fire sales and purchases and the international transmission of funding shocks
Jotikasthira, Chotibhak; Lundblad, Christian; … - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 2015-2050
Persistent link: https://www.econbiz.de/10009716213
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The international transmission of bank liquidity shocks : evidence from an emerging market
Schnabl, Philipp - In: The journal of finance : the journal of the American … 67 (2012) 3, pp. 897-932
Persistent link: https://www.econbiz.de/10009655604
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Transparency and international portfolio holdings
Gelos, Gaston; Wei, Shang-jin - In: The journal of finance : the journal of the American … 60 (2005) 6, pp. 2987-3020
Persistent link: https://www.econbiz.de/10003246762
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The currency composition of sovereign debt
Ottonello, Pablo; Perez, Diego J. - In: American economic journal : a journal of the American … 11 (2019) 3, pp. 174-208
Persistent link: https://www.econbiz.de/10012102882
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Who drove and burst the tech bubble?
Griffin, John M.; Harris, Jeffrey H.; Shu, Tao; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1251-1290
Persistent link: https://www.econbiz.de/10009267693