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Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing

Zaremba, Adam - 2017

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70...

Persistent link: https://www.econbiz.de/10012397133

Infected markets : novel coronavirus, government interventions, and stock return volatility around the globe

Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Demir, … - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012439082

The return and volatility connectedness of NFT segments and media coverage : fresh evidence based on news about the Covid-19 pandemic

Umar, Zaghum; Abrar, Afsheen; Zaremba, Adam; Teplova, … - In: Finance research letters 49 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013478625

Volatility in International Sovereign Bond Markets : the role of government policy responses to the COVID-19 pandemic

Zaremba, Adam; Kizys, Renatas; Aharon, David Y. - In: Finance research letters 43 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014633401

Effects of macroeconomic uncertainty on the stock and bond markets

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16

Persistent link: https://www.econbiz.de/10011552317

Flight-to-safety and the risk-return trade-off : European evidence

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438394

Predicting bond betas using macro-finance variables

Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199

Persistent link: https://www.econbiz.de/10012418702

Performance persistence of government bond factor premia

Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189

Persistent link: https://www.econbiz.de/10011808138

Factor seasonalities : international and further evidence

Mercik, Aleksander; Cupriak, Daniel; Zaremba, Adam - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014581028

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

Long, Huaigang; Demir, Ender; Będowska-Sójka, Barbara; … - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013479434