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The sources of risk spillovers among US REITs : financial characteristics and regional proximity

Adams, Zeno; Füss, Roland; Schindler, Felix - 2013 - This version: June 2013

Persistent link: https://www.econbiz.de/10010407017

Cross-country differences in return and volatility metrics of world equity indices

Sheraliev, Iskandar; Ślepaczuk, Robert - In: Central European economic journal 10 (2023) 57, pp. 90-115

This research seeks to determine whether the cross-country differences in return and volatility metrics in various country equity indices can be explained by differences in economic development. We base the study on the MSCI IMI net income indices on two samples: a 51-country sample from the...

Persistent link: https://www.econbiz.de/10014444898

The Fed and the question of financial stability

Grunspan, Thierry - 2005

Persistent link: https://www.econbiz.de/10003384498

Asset Pricing and production: theory and empirical tests

Sharathchandra, Gopalakrishan - In: Research in finance 11 (1993), pp. 37-63

Persistent link: https://www.econbiz.de/10001159877

Synthetic returns on NIPA assets : an international comparison

Baxter, Marianne - In: European economic review : EER 42 (1998) 6, pp. 1141-1172

Persistent link: https://www.econbiz.de/10001338475

Size-Portfolio Idiosyncratic Volatility with Aggregate Return, Cross-Sectional Return, and GDP Growth : U.S. and International Evidence

Kuo, Chris - 2011

Firm size is an essential factor in examining the relation between returns and idiosyncratic volatilities. This paper documents that, when the idiosyncratic volatility is specified by firm size, the size-portfolio idiosyncratic volatility is statistically significant in explaining the future...

Persistent link: https://www.econbiz.de/10013117807