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Are there still portfolio diversification benefits in Eastern Europe? : aggregate versus sectoral stock market data

Aslanidis, Nektarios; Savva, Christos S. - In: The Manchester School 79 (2011) 6, pp. 1323-1352

Persistent link: https://www.econbiz.de/10009380865

The evolution of risk premium as a measure for intra-regional equity market integration

Guesmi, Khaled; Teulon, Frédéric; Taneem Muzaffar, Ahmed - In: International review of financial analysis 35 (2014), pp. 13-19

Persistent link: https://www.econbiz.de/10010529640

Does shift contagion exist between OECD stock markets during the financial crisis?

Guesmi, Khaled; Kaabia, Olfa; Kazi, Irfan Akbar - In: The journal of applied business research 29 (2013) 2, pp. 469-484

Persistent link: https://www.econbiz.de/10009731313

Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk

Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of international financial markets, … 28 (2014), pp. 204-212

Persistent link: https://www.econbiz.de/10010411565

From oil to stock markets

Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133

Persistent link: https://www.econbiz.de/10011451684

Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis

Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - In: Computational economics 46 (2015) 4, pp. 575-611

Persistent link: https://www.econbiz.de/10011478891

Illiquidity shocks and the comovement between stocks : new evidence using smooth transition

Chelley-Steeley, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 23 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10010221801

Quantile risk-return trade-off

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-14

We investigate the risk-return trade-off on the US and European stock markets. We investigate the non-linear risk-return trade-off with a special eye to the tails of the stock returns using quantile regressions. We first consider the US stock market portfolio. We find that the risk-return...

Persistent link: https://www.econbiz.de/10012587977

Flight-to-safety and the risk-return trade-off : European evidence

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438394

The asymmetric responses of stock markets

Dhaoui, Abderrazak; Goutte, Stéphane; Guesmi, Khaled - In: Journal of economic integration 33 (2018) 1, pp. 1096-1140

Persistent link: https://www.econbiz.de/10011903559