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Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo; Nicodano, Giovanna - In: Annals of finance 5 (2009) 1, pp. 15-48
Persistent link: https://www.econbiz.de/10003775308
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003870067
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Asset return dynamics under bad environment good environment fundamentals
Bekaert, Geert; Engstrom, Eric - 2009
Persistent link: https://www.econbiz.de/10003872301
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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010
Persistent link: https://www.econbiz.de/10008668600
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The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - In: The review of financial studies 23 (2010) 6, pp. 2374-2428
Persistent link: https://www.econbiz.de/10003976044
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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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International stock return comovements
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - In: The journal of finance : the journal of the American … 64 (2009) 6, pp. 2591-2626
Persistent link: https://www.econbiz.de/10003926410
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Can VAR models capture regime shifts in asset returns? : A long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - 2010
Persistent link: https://www.econbiz.de/10003921737
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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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Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - In: Journal of banking & finance 36 (2012) 3, pp. 695-716
Persistent link: https://www.econbiz.de/10009540509