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Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan; Huber, Florian; Piribauer, Philipp - In: International review of financial analysis 68 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
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Time-varying regional and global integration and contagion : evidence from style portfolios
Cho, Sungjun; Hyde, Stuart; Nguyen, Ngoc - In: International review of financial analysis 42 (2015), pp. 109-131
Persistent link: https://www.econbiz.de/10011573303
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Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zhang, Zehua; Zhao, Ran - In: International review of financial analysis 89 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
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The cross-section of industry equity returns and global tactical asset allocation across regions and industries
Umutlu, Mehmet; Bengitöz, Pelin - In: International review of financial analysis 72 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012437215
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Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds
Lee, Tae Kyun; Sohn, So Young - In: International review of financial analysis 88 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014460651
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Efficient electricity portfolios for the United States and Switzerland: An investor view
Krey, Boris; Zweifel, Peter - 2008
costs are found to be correlated, Seemingly Unrelated Regression Estimation (SURE) is used to filter out the systematic …
Persistent link: https://www.econbiz.de/10010315486
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Efficient electricity portfolios for Switzerland and the United States
Krey, Boris; Zweifel, Peter - 2006
estimation (SURE) method is applied for filtering out the systematic component of the covariance matrix of the cost changes …
Persistent link: https://www.econbiz.de/10010315522
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Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul; Verma, Priti - In: International review of financial analysis 17 (2008) 5, pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
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The effectiveness of the VaR-based portfolio insurance strategy: an empirical analysis
Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: International review of financial analysis 18 (2009) 4, pp. 185-197
Persistent link: https://www.econbiz.de/10003921095
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Stock market volatility spillovers and portfolio hedging : BRICS and the financial crisis
Syriopoulos, Theodore; Makram, Beljid; Boubaker, Adel - In: International review of financial analysis 39 (2015), pp. 7-18
Persistent link: https://www.econbiz.de/10011573010