Lucey, Brian; Nejadmalayeri, Ali; Singh, Manohar - Institute for International Integration Studies (IIIS), … - 2008
Macroeconomic conditions are known to affect risks factors and thereby influence asset returns within a given economy. We explore this link in a global setting. Given the dominant role the U.S. economy plays in the global economic environment, U.S. Macro economic shocks are expected to affect...