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Central bank asset purchases, banks' risky security holdings and profitability : macro and micro evidence from Japan and the U.S.
Wang, Ling - In: International review of economics & finance : IREF 87 (2023), pp. 347-364
Persistent link: https://www.econbiz.de/10014472495
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Residual momentum in Japan
Chang, Rosita P.; Ko, Kuan-Cheng; Nakano, Shinji; Rhee, … - In: Journal of empirical finance 45 (2018), pp. 283-299
Persistent link: https://www.econbiz.de/10012102451
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Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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Efficient markets and technical trading
Hon, Mark T. - In: Financial institutions and services, (pp. 161-182). 2006
Persistent link: https://www.econbiz.de/10003725253
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Co-movement, causality and diversification benefits in international equity markets
Adrangi, Bahram; Shank, Todd M. - In: Journal of foreign exchange and international finance : … 11 (1998) 4, pp. 297-312
Persistent link: https://www.econbiz.de/10001400896
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International diversification of social and private risk : the US and Japan
Golub, Stephen S. - In: Japan and the world economy : international journal of … 6 (1994) 3, pp. 263-284
Persistent link: https://www.econbiz.de/10001172831
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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
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International portfolio diversification and gains in efficiency : can new assets help?
Athanasoulis, Stefano - In: Journal of international financial markets, … 6 (1996) 2/3, pp. 47-68
Persistent link: https://www.econbiz.de/10001508343
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What macroeconomic risks are (not) shared by international investors?
Iwata, Shigeru; Wu, Shu - In: Journal of money, credit and banking : JMCB 37 (2005) 6, pp. 1121-1142
Persistent link: https://www.econbiz.de/10003262823
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Managers' skills and fund flows in the Japanese mutual fund market
Omori, Kozo; Kitamura, Tomoki - In: Studies in economics and finance 39 (2022) 4, pp. 675-696
Persistent link: https://www.econbiz.de/10013355229