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Diversification and idiosyncratic volatility puzzle : evidence from ETFs
Duanmu, Jun; Hur, Jungshik; Li, Yongjia - In: Research in international business and finance 71 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015062053
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Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza - In: Research in international business and finance 29 (2013), pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
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Tail risk and the return-volatility relation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 46 (2018), pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
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Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi; Wang, Teng-Kun; Li, Weny - In: Research in international business and finance 48 (2019), pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
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Investor attention, ETF returns, and country-specific factors
Lee, Chien-chiang; Chen, Mei-Ping; Lee, Chi-Chuan - In: Research in international business and finance 56 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013267884
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Relationships between Chinese stock market and its index futures market : evaluating the impact of QFII scheme
Huo, Rui; Ahmed, Abdullahi Dahir - In: Research in international business and finance 44 (2018), pp. 135-152
Persistent link: https://www.econbiz.de/10011983026
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Portfolio analysis of intraday covariance matrix in the Greek equity market
Vortelinos, Dimitrios I. - In: Research in international business and finance 27 (2013), pp. 66-79
Persistent link: https://www.econbiz.de/10009708102
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On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K. - In: Research in international business and finance 32 (2014), pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
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Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis
Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10009615550
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Impact of financial market uncertainty and macroeconomic factors on stock-bond correlation in emerging markets
Dimic, Nebojsa; Kiviaho, Jarno; Piljak, Vanja; Äijö, Janne - In: Research in international business and finance 36 (2016), pp. 41-51
Persistent link: https://www.econbiz.de/10011594241