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What moves international stock and bond markets?

Cenedese, Gino; Mallucci, Enrico - 2015

Persistent link: https://www.econbiz.de/10011327162

What moves international stock and bond markets?

Cenedese, Gino; Mallucci, Enrico - In: Journal of international money and finance 60 (2016), pp. 94-113

Persistent link: https://www.econbiz.de/10011660846

What moves international stock and bond markets?

Cenedese, Gino; Mallucci, Enrico - 2015 - This draft: June 2015

Persistent link: https://www.econbiz.de/10012171607

International capital flows, returns and world financial integration

Evans, Martin D. D.; Hnatkovska, Viktoria - In: Journal of international economics 92 (2014) 1, pp. 14-33

Persistent link: https://www.econbiz.de/10010438457

Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-286

Persistent link: https://www.econbiz.de/10009272498

Cojumps and Asset Allocation in International Equity Markets

Arouri, Mohamed - 2018

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