Showing 11 - 17 of 17
Persistent link: https://www.econbiz.de/10010411562
Persistent link: https://www.econbiz.de/10003723835
Persistent link: https://www.econbiz.de/10003739615
This paper examines the patterns of intraday cojumps between international equity markets as well as their impact on international asset holdings and portfolio diversification benefits. Using intraday index-based data for exchange-traded funds as proxies for international equity markets, we...
Persistent link: https://www.econbiz.de/10012907781
Persistent link: https://www.econbiz.de/10013342827
Persistent link: https://www.econbiz.de/10012022810
Persistent link: https://www.econbiz.de/10009500262