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correlations with developed countries' equity markets significantly reduces the unconditional portfolio risk of a world investor …
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correlations with developed countries' equity markets significantly reduces the unconditional portfolio risk of a world investor …
Persistent link: https://www.econbiz.de/10012763467
addition, authoritative estimates suggest that about three quarters of the achievable world supply of gold has already been …/papers.cfm?abstract_id=2148691" An Impressionistic View of the 'Real' Price of Gold Around the World …
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We provide a comprehensive analysis of the impact of economic and financial globalization on asset return comovements over the past 35 years. Our globalization indicators draw a distinction between de jure openness that results from changes in the regulatory environment and de facto or realized...
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We explore the different factors that drive expected returns in world markets. Our research offers two innovations …. First, the introduction of the Euro currency unit greatly reduces the complexity of including foreign exchange risk in asset … currency risk factors. Second, when combining the currency factors with a group of economic factors, we measure the incremental …
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