Narrow search
Showing 1 - 10 of 1,096
Cover Image
Country funds and asymmetric information
Frankel, Jeffrey A.; Schmukler, Sergio L. - 1998
Persistent link: https://www.econbiz.de/10000985986
Cover Image
Media sentiment and international asset prices
Fraiberger, Samuel P.; Lee, Do; Puy, Damien; Rancière, … - 2018
Persistent link: https://www.econbiz.de/10012002413
Cover Image
Self-regulation in securities markets
Carson, John - 2011
Persistent link: https://www.econbiz.de/10008901477
Cover Image
Unexploited gains from international diversification : patterns of portfolio holdings around the world
Didier, Tatiana; Rigobón, Roberto; Schmukler, Sergio L. - 2011
Persistent link: https://www.econbiz.de/10008901530
Cover Image
Do individual investors ignore transaction costs?
Anginer, Deniz; Han, Snow Xue; Yildizhan, Celim - 2017
Persistent link: https://www.econbiz.de/10011730543
Cover Image
Bank activity and funding strategies : the impact on risk and returns
Demirgüç-Kunt, Asli; Huizinga, Harry - 2009
risky, which is consistent with the demise of the U.S. investment banking sector. "--World Bank web site …
Persistent link: https://www.econbiz.de/10003821072
Cover Image
An efficient frontier for international portfolios with commodity assets
Satyanarayan, Sudhakar - 1994
Persistent link: https://www.econbiz.de/10000886955
Cover Image
On the international transmission of shocks : micro-evidence from mutual fund portfolios
Raddatz, Claudio E.; Schmukler, Sergio L. - 2012
Persistent link: https://www.econbiz.de/10009563416
Cover Image
Do capital flows respond to risk and return?
Calderón, César A.; Loayza, Norman; Servén, Luis - 2003
Persistent link: https://www.econbiz.de/10001778378
Cover Image
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing - 2019
The co-dependence between assets tends to increase when the market declines. This paper develops a correlation measure focusing on market declines using the expected shortfall (ES), referred to as the ES-implied correlation, to improve the existing value at risk (VaR)-implied correlation....
Persistent link: https://www.econbiz.de/10012004764