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Return and volatility linkages between the US and the German stock market
Baur, Dirk; Jung, Robert - In: Journal of international money and finance 25 (2006) 4, pp. 598-613
Persistent link: https://www.econbiz.de/10003336485
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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
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Dependence structure between the equity market and the foreign exchange market : a copula approach
Ning, Cathy Q. - In: Journal of international money and finance 29 (2010) 5, pp. 743-759
Persistent link: https://www.econbiz.de/10003989912
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International stock return predictability under model uncertainty
Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282
Persistent link: https://www.econbiz.de/10009239675
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Expected returns, risk and the integration of international bond markets
Barr, David G.; Priestley, Richard - In: Journal of international money and finance 23 (2004) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10001896633
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Estimation and simulation of risk premia in equity and foreign exchange markets
Kim, Inbae; Salemi, Michael K. - In: Journal of international money and finance 19 (2000) 4, pp. 561-582
Persistent link: https://www.econbiz.de/10001496578
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Macroeconomic uncertainty and the risk premium in the foreign exchange market
Hu, Xiaoqiang - In: Journal of international money and finance 16 (1997) 5, pp. 699-718
Persistent link: https://www.econbiz.de/10001235416
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Consumption-based versus production-based models of international equity markets
Kasa, Kenneth - In: Journal of international money and finance 16 (1997) 5, pp. 653-680
Persistent link: https://www.econbiz.de/10001235428
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Forward exchange rates and risk premiums in artificial economies
Macklem, R. Tiff - In: Journal of international money and finance 10 (1991) 3, pp. 365-391
Persistent link: https://www.econbiz.de/10001110870
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International asset pricing and equity market risk
Chiang, Thomas C. - In: Journal of international money and finance 10 (1991) 3, pp. 349-364
Persistent link: https://www.econbiz.de/10001110872