Similar Search Results

Home bias in global bond and equity markets : the role of real exchange rate volatility

Fidora, Michael; Fratzscher, Marcel; Thimann, Christian - In: Journal of international money and finance 26 (2007) 4, pp. 631-655

Persistent link: https://www.econbiz.de/10003484230

L' Intégration boursière internationale : tests et effets sur la diversification

Arouri, Mohamed - In: Annales d'économie et de statistique 85 (2007), pp. 189-218

Persistent link: https://www.econbiz.de/10003690313

Value at risk models for volatile emerging markets equity portfolios

Dimitrakopoulos, Dimitris N.; Kavussanos, Manolis G.; … - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 515-526

Persistent link: https://www.econbiz.de/10009248539

Emerging market stocks in global portfolios : a hedging approach

Moosa, Imad A.; Ramiah, Vikash - In: Emerging markets and the global economy, (pp. 701-724). 2014

Persistent link: https://www.econbiz.de/10010434613

Essays on exchange rate, sovereign risk and international investment

Wu, Thomas Yen Hon - 2007

Persistent link: https://www.econbiz.de/10009271064

Global diversification : developed and emerging economies

Bhatnagar, Chandra Shekhar; Ghosh, Dipasri - In: International journal of business 10 (2005) 1, pp. 79-102

Persistent link: https://www.econbiz.de/10002650646

Home bias in global bond and equity markets : the role of real exchange rate volatility

Fidora, Michael (contributor); … - 2006

This paper focuses on the role of real exchange rate volatility as a driver of portfolio home bias, and in particular as an explanation for differences in home bias across financial assets. We present a Markowitz-type portfolio selection model in which real exchange rate volatility induces a...

Persistent link: https://www.econbiz.de/10003396699

Sources of gains from international portfolio diversification

Campa, José Manuel; Fernandes, Nuno - In: Journal of empirical finance 13 (2006) 4/5, pp. 417-443

Persistent link: https://www.econbiz.de/10003370854

Monetary integration, markets and regulations

Bagella, Michele (contributor) - 2004

Persistent link: https://www.econbiz.de/10001897331

Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods

Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108

Persistent link: https://www.econbiz.de/10012616041

1
2
3
4
5
6
7
8
9
10
Next
Last