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Rethinking deviations from uncovered interest parity : the role of covariance risk and noise
Mark, Nelson C. - In: The economic journal : the journal of the Royal … 108 (1998) 451, pp. 1686-1706
Persistent link: https://www.econbiz.de/10001254286
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Asset pricing with extreme liquidity risk
Wu, Ying - In: Journal of empirical finance 54 (2019), pp. 143-165
Persistent link: https://www.econbiz.de/10012174793
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Explaining exchange rate risk in world stock markets : a panel approach
Patro, Dilip Kumar; Wald, John K.; Wu, Yangru - In: Journal of banking & finance 26 (2002) 10, pp. 1951-1972
Persistent link: https://www.econbiz.de/10001703455
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The impact of macroeconomic and financial variables on market risk : evidence from international equity returns
Patro, Dilip Kumar; Wald, John K.; Wu, Yangru - In: European financial management : the journal of the … 8 (2002) 4, pp. 421-447
Persistent link: https://www.econbiz.de/10001861042
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Momentum and mean reversion across national equity markets
Balvers, Ronald J.; Wu, Yangru - In: Journal of empirical finance 13 (2006) 1, pp. 24-48
Persistent link: https://www.econbiz.de/10003278622
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Is currency risk priced in global equity markets?
Karolyi, G. Andrew; Wu, Ying - In: Review of finance : journal of the European Finance … 25 (2021) 3, pp. 863-902
Persistent link: https://www.econbiz.de/10012546204
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Understanding the pricing of currency risk in global equity markets
Karolyi, G. Andrew; Wu, Ying - In: Journal of multinational financial management 63 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013447606
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Dividend policy, systematic liquidity risk, and the cost of equity capital
Mazouz, Khelifa; Wu, Yuliang; Ebrahim, Rabab; Sharma, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 839-876
Persistent link: https://www.econbiz.de/10014287033