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International capital flows, returns and world financial integration
Evans, Martin D. D.; Hnatkovska, Viktoria - In: Journal of international economics 92 (2014) 1, pp. 14-33
Persistent link: https://www.econbiz.de/10010438457
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Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis
Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-286
Persistent link: https://www.econbiz.de/10009272498
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Cojumps and Asset Allocation in International Equity Markets
Arouri, Mohamed - 2018
This paper examines the patterns of intraday cojumps between international equity markets as well as their impact on international asset holdings and portfolio diversification benefits. Using intraday index-based data for exchange-traded funds as proxies for international equity markets, we...
Persistent link: https://www.econbiz.de/10012907781
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Chapter 16 Are financial assets priced locally or globally?
Karolyi, G. Andrew; Stulz, René M. - 2003
premium depends on its covariance with the world market portfolio and, possibly, with exchange rate changes. The existing … empirical evidence shows that a country's risk premium depends on its covariance with the world market portfolio and that there …
Persistent link: https://www.econbiz.de/10014023855
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Market segmentation and international diversification across country and industry portfolios
Umutlu, Mehmet; Yargı, Seher Gören; Zaremba, Adam - In: Research in international business and finance 65 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014434054
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International sentiment spillovers in equity returns
Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
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Firm-level evidence on international stock market comovement
Brooks, Robin; Del Negro, Marco - In: Review of finance : journal of the European Finance … 10 (2006) 1, pp. 69-98
Persistent link: https://www.econbiz.de/10003286536
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Decomposing the US external returns differential
Curcuru, Stephanie E.; Dvořák, Tomáš; Warnock, … - 2009
Persistent link: https://www.econbiz.de/10003853403
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Decomposing the US external returns differential
Curcuru, Stephanie E.; Dvořák, Tomáš; Warnock, … - In: Journal of international economics 80 (2010) 1, pp. 22-32
Persistent link: https://www.econbiz.de/10003941021
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The asset growth effect : insights from international equity markets
Watanabe, Akiko; Yan, Xu; Yao, Tong; Yu, Tong - In: Journal of financial economics 108 (2013) 2, pp. 529-563
Persistent link: https://www.econbiz.de/10009749325