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Sector Integration and the Benefits of Global Diversification

Ratner, Mitchell; Leal, Ricardo P. C. - In: Multinational Finance Journal 9 (2005) 3-4, pp. 237-269

One of the main reasons that investment advisors recommend international investments is that foreign stocks are not highly correlated with U.S. stocks. As world economies become increasingly interrelated, it may become more difficult for investors to achieve effective diversification. This...

Persistent link: https://www.econbiz.de/10010937123

Co-movements of U.S. and Latin American equity markets before and after the 1987 crash

Meric, Gulser; Leal, Ricardo P. C.; Ratner, Mitchell; … - In: International Review of Financial Analysis 10 (2001) 3, pp. 219-235

Persistent link: https://www.econbiz.de/10005228962

Portfolio diversification and the inter-temporal stability of international stock indices

Ratner, Mitchell - In: Global Finance Journal 3 (1992) 1, pp. 67-77

Persistent link: https://www.econbiz.de/10005235016

A cointegration test of the impact of foreign exchange rates on U.S. stock market prices

Ratner, Mitchell - In: Global Finance Journal 4 (1993) 2, pp. 93-101

Persistent link: https://www.econbiz.de/10005235079

Turn-of-month and pre-holiday effects on stock returns: Some international evidence

Cadsby, Charles Bram; Ratner, Mitchell - In: Journal of Banking & Finance 16 (1992) 3, pp. 497-509

Persistent link: https://www.econbiz.de/10005201156

Investigating the behavior and characteristics of the Madrid Stock Exchange

Ratner, Mitchell - In: Journal of Banking & Finance 20 (1996) 1, pp. 135-149

Persistent link: https://www.econbiz.de/10005201594

A Time Diversification Approach to the Emerging Stock Markets of Latin America: Argentina, Brazil, Chile, and Mexico

Ratner, Mitchell; Arbeláez, Harvey; Leal, Ricardo - In: The international executive 39 (1997) 5, pp. 707

Persistent link: https://www.econbiz.de/10007368292

Hedging stock sector risk with credit default swaps

Ratner, Mitchell; Chiu, Chih-Chieh - In: International Review of Financial Analysis 30 (2013) C, pp. 18-25

This study examines the potential risk reducing benefits of credit default swaps (CDS) against risk in U.S. stock market sectors from 2004 to 2011. Tests of GARCH dynamic conditional correlation coefficients indicate that CDS serve as an effective hedge against risk in all stock sectors. CDS...

Persistent link: https://www.econbiz.de/10010730289

Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications

Meric, Ilhan; Ratner, Mitchell; Meric, Gulser - In: International review of financial analysis 17 (2008) 1, pp. 156-177

Persistent link: https://www.econbiz.de/10007896404

Co-movements of U.S. and Latin American equity markets before and after the 1987 crash

Meric, Gulser; Leal, Ricardo P.C.; Ratner, Mitchell; … - In: International review of financial analysis 10 (2001) 3, pp. 219-236

Persistent link: https://www.econbiz.de/10007170189