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Global imbalances and asymmetric returns to US foreign assets : fitting the missing pieces of the US balance of payments puzzle
Ali, Mona - In: International review of applied economics 30 (2016) 2, pp. 167-187
Persistent link: https://www.econbiz.de/10011472455
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Do External Imbalances Matter in Explaining the Cross-Section of Currency Excess Returns?
Barroso, Pedro - 2018
External imbalance is a central variable in international economics and recent research shows it is priced in currency portfolios. But Ang et al. (2017), among others, show that with a small and time-varying cross section, tests with individual assets are preferable. We find testing with...
Persistent link: https://www.econbiz.de/10012912924
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Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38
Persistent link: https://www.econbiz.de/10011401093
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Equities as long-term inflation hedges : small versus large company stocks
Ciner, Cetin - In: Applied economics letters 22 (2015) 16/18, pp. 1395-1398
Persistent link: https://www.econbiz.de/10011380206
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The relation between national stock prices and effective exchange rates : does it affect exchange rate exposure?
Korhonen, Marko - In: Global economy journal : GEJ 15 (2015) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10011339438
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Range-based volatility estimation and forecasting
Benčík, Daniel - 2014
prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to … a vector error-correction model of daily highs and lows. Contrary to intuition, models based on co-integration of daily …
Persistent link: https://www.econbiz.de/10010461231
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Determinants of foreign institutional investment in India : an empirical analysis
Srinivasan, P.; Kalaivani, M. - In: Global business review 16 (2015) 3, pp. 364-376
Persistent link: https://www.econbiz.de/10011408772
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Macroeconomic variables and long-term stock market performance : a panel ARDL cointegration approach for G7 countries
Humpe, Andreas; McMillan, David G. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7
cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We …
Persistent link: https://www.econbiz.de/10013179569
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US stocks and the US dollar
Azar, Samih Antoine - In: International journal of financial research 4 (2013) 4, pp. 91-106
Persistent link: https://www.econbiz.de/10010206630
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Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo - In: Journal of time series econometrics 13 (2021) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10012437824