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Co-movements of U.S. and Latin American equity markets before and after the 1987 crash

Meric, Gulser; Leal, Ricardo P. C.; Ratner, Mitchell; … - In: International Review of Financial Analysis 10 (2001) 3, pp. 219-235

Persistent link: https://www.econbiz.de/10005228962

Portfolio diversification and the inter-temporal stability of international stock indices

Ratner, Mitchell - In: Global Finance Journal 3 (1992) 1, pp. 67-77

Persistent link: https://www.econbiz.de/10005235016

A cointegration test of the impact of foreign exchange rates on U.S. stock market prices

Ratner, Mitchell - In: Global Finance Journal 4 (1993) 2, pp. 93-101

Persistent link: https://www.econbiz.de/10005235079

Turn-of-month and pre-holiday effects on stock returns: Some international evidence

Cadsby, Charles Bram; Ratner, Mitchell - In: Journal of Banking & Finance 16 (1992) 3, pp. 497-509

Persistent link: https://www.econbiz.de/10005201156

Investigating the behavior and characteristics of the Madrid Stock Exchange

Ratner, Mitchell - In: Journal of Banking & Finance 20 (1996) 1, pp. 135-149

Persistent link: https://www.econbiz.de/10005201594

Hedging stock sector risk with credit default swaps

Ratner, Mitchell; Chiu, Chih-Chieh - In: International Review of Financial Analysis 30 (2013) C, pp. 18-25

This study examines the potential risk reducing benefits of credit default swaps (CDS) against risk in U.S. stock market sectors from 2004 to 2011. Tests of GARCH dynamic conditional correlation coefficients indicate that CDS serve as an effective hedge against risk in all stock sectors. CDS...

Persistent link: https://www.econbiz.de/10010730289

Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications

Meric, Ilhan; Ratner, Mitchell; Meric, Gulser - In: International Review of Financial Analysis 17 (2008) 1, pp. 156-177

Persistent link: https://www.econbiz.de/10005228965

THE CROSS‐AUTOCORRELATION OF SIZE‐BASED PORTFOLIO RETURNS IN EUROPE

RATNER, MITCHELL; MERIC, GULSER; MERIC, ILHAN - In: Studies in Economics and Finance 22 (2004) 1, pp. 42-60

This study examines the cross‐autocorrelation of size‐based portfolio returns in a sample of 15 major European markets using daily data from January 1990 through December 1999. Previous studies have primarily used U.S. data. This study extends previous research by considering results in...

Persistent link: https://www.econbiz.de/10015013872

Stock fund returns and macroeconomic variables in Brazil

Rebeschini, Amabile Millani; Leal, Ricardo Pereira Câmara - In: Latin American business review : journal of the … 17 (2016) 2, pp. 139-161

Persistent link: https://www.econbiz.de/10011533037

Exchange-traded private equity and venture capital companies and macroeconomic factors in Brazil

Souza, Samuel Martins de; Leal, Ricardo Pereira Câmara - In: Latin American business review : journal of the … 16 (2015) 4, pp. 255-277

Persistent link: https://www.econbiz.de/10011458812