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Benefits of Wavelet-Based Carry Trade Diversification
Orlov, Vitaly - 2015
This study investigates carry trade diversification opportunities and linkages of major carry trade currencies on five different investment horizons. Using daily data on eight currencies and LIBOR rates, we examine the temporal structure of correlations and assess portfolio diversification...
Persistent link: https://www.econbiz.de/10013034047
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Is correlation puzzle really puzzling? : reassessing motives of foreign asset holdings by US investors
Inoue, Kenta - In: International journal of finance & economics : IJFE 19 (2014) 2, pp. 160-172
Persistent link: https://www.econbiz.de/10010471960
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Structural estimation of a flexible translog gravity model
Tan, Shawn - 2012
Persistent link: https://www.econbiz.de/10009665375
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Quantifying return spillovers in global real estate markets
Agyemang, Abraham; Chowdhury, Iftekhar; Balli, Faruk - In: Journal of housing economics 52 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013274645
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Country and sector effects in international stock returns revisited
Moor, Lieven de (contributor); Sercu, Piet (contributor) - 2006
Persistent link: https://www.econbiz.de/10003611559
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Country v industry factors in equity returns : (when) do non-unit exposures matter?
Moor, Lieven de (contributor); Sercu, Piet (contributor) - 2007
Persistent link: https://www.econbiz.de/10003612562
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Country v sector effects in equity returns : are emerging-market firms just small firms?
Moor, Lieven de; Sercu, Piet - 2007
Persistent link: https://www.econbiz.de/10003613650
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Stock returns and volatility in emerging financial markets
De Santis, Giorgio; İmrohoroğlu, Selahattin - 1994
Persistent link: https://www.econbiz.de/10000898475
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Analyzing investments whose histories differ in length
Stambaugh, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000621946
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888