Narrow search
Showing 1 - 10 of 60
Cover Image
Are correlations of stock returns justified by subsequent changes in national outputs?
Dumas, Bernard; Harvey, Campbell R.; Ruiz, Pierre - In: Journal of international money and finance 22 (2003) 6, pp. 777-811
Persistent link: https://www.econbiz.de/10001814298
Cover Image
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian; Frei, Lukas; Gloede, Oliver - In: Journal of international money and finance 122 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Cover Image
Which factor model? : a systematic return covariation perspective
Ahmed, Shamim; Bu, Ziwen; Symeonidis, Lazaros; … - In: Journal of international money and finance 136 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
Cover Image
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves; Hvozdyk, Lyudmyla; Lahaye, Jérôme - In: Journal of international money and finance 48 (2014), pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Cover Image
International portfolio diversification and multilateral effects of correlations
Bergin, Paul R.; Pyun, Ju Hyun - In: Journal of international money and finance 62 (2016), pp. 52-71
Persistent link: https://www.econbiz.de/10011668307
Cover Image
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Cover Image
International determinants of asymmetric dependence in investment returns
Alcock, Jamie; Sinagl, Petra - In: Journal of international money and finance 122 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013433557
Cover Image
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe; Jasinski, A.; Tokpavi, S. - In: Journal of international money and finance 137 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Cover Image
Why common factors in international bond returns are not so common
Pérignon, Christophe; Smith, Daniel R.; Villa, Christophe - In: Journal of international money and finance 26 (2007) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10003429372
Cover Image
Risk factor and industry effects in the cross-country comovement of momentum returns
Naranjo, Andy; Porter, Burt - In: Journal of international money and finance 29 (2010) 2, pp. 275-299
Persistent link: https://www.econbiz.de/10003944959