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How ETFs amplify the global financial cycle in emerging markets
Converse, Nathan; Levy Yeyati, Eduardo; Williams, Tomas - In: The review of financial studies 36 (2023) 9, pp. 3423-3462
Persistent link: https://www.econbiz.de/10014331547
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Excess comovement in international equity markets : evidence from cross-border mergers
Brealey, Richard A.; Cooper, Ian; Kaplanis, Evi C. - In: The review of financial studies 23 (2010) 4, pp. 1718-1740
Persistent link: https://www.econbiz.de/10003959950
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Does stock market liberalization mitigate litigation risk? : evidence from Stock Connect in China
Xiong, Lingyun; Deng, Hui; Xiao, Lijuan - In: Economic modelling 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012797336
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Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza; Arshad, Shaista - In: Economic modelling 70 (2018), pp. 561-570
Persistent link: https://www.econbiz.de/10012027984
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The source of global stock market risk : a viewpoint of economic policy uncertainty
Tsai, I-Chun - In: Economic modelling 60 (2017), pp. 122-131
Persistent link: https://www.econbiz.de/10011734183
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Stock market risk and return : an equilibrium approach
Whitelaw, Robert F. - In: The review of financial studies 13 (2000) 3, pp. 521-547
Persistent link: https://www.econbiz.de/10001499742
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A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin; Lin, Shih-kuei; Hung, Ming-Chin; Huang, … - In: Economic modelling 54 (2016), pp. 260-275
Persistent link: https://www.econbiz.de/10011642172