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From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom

Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873

Persistent link: https://www.econbiz.de/10014327598

Ambiguity and investment decisions : an empirical analysis on mutual fund investor behaviour

Tang, Chao - In: Academic journal of economic studies 3 (2017) 3, pp. 38-46

Persistent link: https://www.econbiz.de/10011737905

Rebels, conformists, contrarians and momentum traders

Gatev, Evan G.; Ross, Stephen A. - 2000

Persistent link: https://www.econbiz.de/10001501695

The role of portfolio constraints in the international propagation of shocks

Pavlova, Anna (contributor); Rigobón, Roberto (contributor) - 2007

Persistent link: https://www.econbiz.de/10003638312

Modeling dependencies in finance using copulae

Härdle, Wolfgang (contributor); Okhrin, Ostap (contributor) - 2008

In this paper we provide a review of copula theory with applications to finance. We illustrate the idea on the …

Persistent link: https://www.econbiz.de/10003727552

Explicit characterization of the super-replication strategy in financial markets with partial transaction costs

Bentahar, Imen (contributor); Bouchard, Bruno (contributor) - 2005

We consider a continuous time multivariate financial market with proportional transaction costs and study the problem of finding the minimal initial capital needed to hedge, without risk, European-type contingent claims. The model is similar to the one considered in Bouchard and Touzi (2000)...