Similar Search Results

International diversification strategies : revisited from the risk perspective

Bai, Ye; Green, Christopher J. - In: Journal of banking & finance 34 (2010) 1, pp. 236-245

Persistent link: https://www.econbiz.de/10003906268

Home sweet home : home bias and international diversification among individual investors

Karlsson, Anders; Nordén, Lars - In: Journal of banking & finance 31 (2007) 2, pp. 317-333

Persistent link: https://www.econbiz.de/10003421210

Systemic risk contributions : a credit portfolio approach

Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257

Persistent link: https://www.econbiz.de/10009719795

Global credit risk : world, country and industry factors

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015

This paper investigates the dynamic properties of systematic default risk conditions for firms from different countries, industries, and rating groups. We use a high-dimensional nonlinear non-Gaussian state space model to estimate common components in corporate defaults in a 41 country sample...

Persistent link: https://www.econbiz.de/10010484886