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Capital flows and the behavior of emerging market equity returns
Bekaert, Geert; Harvey, Campbell R. - 1998
Persistent link: https://www.econbiz.de/10009538851
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The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue Phyllis; Zhang, Xiaoyan - 2023
Persistent link: https://www.econbiz.de/10014325906
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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2010
Persistent link: https://www.econbiz.de/10008689075
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Aggregate idiosyncratic volatiity
Bekaert, Geert; Walsh, Randall P.; Zhang, Xiaoyan - 2010
Persistent link: https://www.econbiz.de/10003979088
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Aggregate idiosyncratic volatility
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2010
Persistent link: https://www.econbiz.de/10008807675
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The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - 2007
Persistent link: https://www.econbiz.de/10003556922
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The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - 2009
Persistent link: https://www.econbiz.de/10003875843
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Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.; Singh, Abhay Kumar; Powell, Robert; … - 2013
Persistent link: https://www.econbiz.de/10009724826
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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2013
Persistent link: https://www.econbiz.de/10009784942