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Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220
Persistent link: https://www.econbiz.de/10010461957
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Global integration and emerging stock market excess returns
Donadelli, Michael - In: Macroeconomics and finance in emerging market economies 6 (2013) 2, pp. 244-279
Persistent link: https://www.econbiz.de/10010203948
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Evaluating international consumption risk sharing gains : an asset return view
Lewis, Karen K.; Liu, Edith X. - In: Journal of monetary economics 71 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011381612
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Testing causal relation among central and eastern European equity markets : evidence from asymmetric causality test
Cevik, Emrah Ismail; Korkmaz, Turhan; Cevikcan, Emre - In: Economic research 30 (2017) 1,1, pp. 381-393
Persistent link: https://www.econbiz.de/10012223847
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Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah; Balli, Faruk; Balli, Hatice Ozer - In: Applied economics 54 (2022) 38, pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
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The role of distance and financial development : evidence from international financial markets
Li, Wei; Wang, Xin; Zhang, Haofei - In: International review of financial analysis 92 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014492419
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Test of capital market integration using Fama-French three-factor model : empirical evidence from India
Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10012303099
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Long-term return reversal : evidence from international market indices
Malin, Mirela; Bornholt, Graham - In: Journal of international financial markets, … 25 (2013), pp. 1-17
Persistent link: https://www.econbiz.de/10009762817
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The determinants of increasing equity market comovement : economic or financial integration?
Baele, Lieven; Soriano, Pilar - In: Review of world economics 146 (2010) 3, pp. 573-589
Persistent link: https://www.econbiz.de/10008666859
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Does beta explain global equity market volatility : some empirical evidence
Kurach, Radoslaw - In: Contemporary economics 7 (2013) 2, pp. 55-66
The purpose of this study is to assess the diversification benefits resulting from international asset allocation. In this study, we examine Capital Asset Pricing Model (CAPM) in its international context (ICAPM) using the monthly equity returns for 26 countries (18 developed and 8 emerging...
Persistent link: https://www.econbiz.de/10009770247