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The international diversification puzzle is not as bad as you think
Heathcote, Jonathan; Perri, Fabrizio - 2013 - This version: January, 2013
Persistent link: https://www.econbiz.de/10011814181
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Diversifying Risks in Bond Portfolios : A Cross-Border Approach
Sun, David S. - 2017
This study recalibrates corporate bond idiosyncratic risks in an international context. Applying a statistically powerful risk decomposition scheme, we show in this study that diversification is improved by the addition of a global risk benchmark. We build a long-run stationary yield spread...
Persistent link: https://www.econbiz.de/10012974571
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Collateral affects return risk : evidence from the euro bond market
Helberg, Stig; Lindset, Snorre - In: Financial markets and portfolio management 34 (2020) 1, pp. 99-128
Persistent link: https://www.econbiz.de/10012225036
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International diversification and currency hedging
Winkelmann, Kurt - In: Modern investment management : an equilibrium approach, (pp. 136-151). 2003
Persistent link: https://www.econbiz.de/10002112071
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Real effects of financial market integration : does lower home bias lead to welfare benefits?
Pungulescu, Crina - In: The European journal of finance 21 (2015) 10/12, pp. 893-911
Persistent link: https://www.econbiz.de/10011301973
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International risk sharing in overlapping generations models
Staveley-O'Carroll, James; Staveley-O'Carroll, Olena M. - 2018
Persistent link: https://www.econbiz.de/10012063723
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International risk sharing in overlapping generations models
Staveley-O'Carroll, James; Staveley-O'Carroll, Olena M. - In: Economics letters 174 (2019), pp. 157-160
Persistent link: https://www.econbiz.de/10012121072
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Facteurs de risque communs sur les marchés internationaux d'actions, d'obligations et de changes
Bandt, Olivier de - In: Economie & prévision : EP (1999) 4/5, pp. 91-104
Persistent link: https://www.econbiz.de/10001490952
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Closed-end funds and sentiment risk
Severn, Alan Kenneth - In: Review of financial economics : RFE 7 (1998) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10001248694
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Risk, return and international portfolio diversification : K-means clustering data
Dziuba, Pavlo; Glukhova, Darya; Shtogrin, Kyryl - In: Baltic Journal of Economic Studies 8 (2022) 3, pp. 53-64
Persistent link: https://www.econbiz.de/10013448685