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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.; Solnik, Bruno - 1998
Persistent link: https://www.econbiz.de/10000996169
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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel; Rockinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000907916
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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The world price of foreign exchange risk
Dumas, Bernard; Solnik, Bruno - 1994
Persistent link: https://www.econbiz.de/10000897092
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc (contributor) - 1993
Persistent link: https://www.econbiz.de/10000875177
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What determines expected international asset retuns [returns]?
Solnik, Bruno; Harvey, Campbell R.; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10000897108
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Are common swings in international stock returns justified by subsequent changes in national outputs?
Dumas, Bertrand; Harvey, Campbell R.; Ruiz, Pierre - 1997
Persistent link: https://www.econbiz.de/10000976997
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Predictable time-varying components of international asset returns
Solnik, Bruno - 1994
Persistent link: https://www.econbiz.de/10000897103
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On stock market returns and returns on investment
Rockinger, Michael; Restoy, Fernando - 1993
Persistent link: https://www.econbiz.de/10000881687
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000986989