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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
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Portfolio diversification benefits within Europe : implications for a US investor
Laopodis, Nikiforos - In: International review of financial analysis 14 (2005) 4, pp. 455-476
Persistent link: https://www.econbiz.de/10003117494
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Comparing U.S. and European market volatility responses to interest rate policy announcements
Krieger, Kevin; Mauck, Nathan; Vazquez, Joseph - In: International review of financial analysis 39 (2015), pp. 127-136
Persistent link: https://www.econbiz.de/10011573113
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Should investors include green bonds in their portfolios? : Evidence for the USA and Europe
Han, Yingwei; Li, Jie - In: International review of financial analysis 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013366150
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An asymmetric impact analysis of the exchange rate volatility on commodity trade between the US and China
Lee, Chien-hui; Li, Shu-Hui; Lee, Jen-Yu - In: International review of economics & finance : IREF 82 (2022), pp. 399-415
Persistent link: https://www.econbiz.de/10013543233
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Common stochastic volatility trends in international stock returns
Dao, Chi-Mai; Wolters, Jürgen - In: International review of financial analysis 17 (2008) 3, pp. 431-445
Persistent link: https://www.econbiz.de/10003764415
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Co-movements of sector index returns in the world's major stock markets in bull and bear markets : portfolio diversification implications
Meriç, İlhan; Ratner, Mitchell; Meriç, Gülser - In: International review of financial analysis 17 (2008) 1, pp. 156-177
Persistent link: https://www.econbiz.de/10003765315
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Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin - In: Applied financial economics 17 (2007) 7/9, pp. 671-681
Persistent link: https://www.econbiz.de/10003491214
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Bivariate and higher-order terms in models of international equity returns
Butler, Kirt Charles; Okada, Katsushi - In: Applied financial economics 17 (2007) 7/9, pp. 725-737
Persistent link: https://www.econbiz.de/10003491225
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Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10/12, pp. 837-853
Persistent link: https://www.econbiz.de/10003538009