Showing 31 - 40 of 1,302
Persistent link: https://www.econbiz.de/10003743877
Persistent link: https://www.econbiz.de/10003769457
Persistent link: https://www.econbiz.de/10003770883
We examine international stock return comovements using country-industry and country-style portfolios as the base portfolios. We first establish that parsimonious risk-based factor models capture the covariance structure of the data better than the popular Heston-Rouwenhorst (1994) model. We...
Persistent link: https://www.econbiz.de/10003789454
Persistent link: https://www.econbiz.de/10003778900
Persistent link: https://www.econbiz.de/10003774992
Persistent link: https://www.econbiz.de/10002118853
Persistent link: https://www.econbiz.de/10003351878
Persistent link: https://www.econbiz.de/10003355307