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The trend is your friend : time-series momentum strategies across equity and commodity markets

Georgopoulou, Athina; Wang, Jiaguo - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1557-1592

Persistent link: https://www.econbiz.de/10011804328

Forecast ranked tailored equity portfolios

Buncic, Daniel; Stern, Cord - In: Journal of international financial markets, … 63 (2019), pp. 1-16

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Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

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A note on cointegration of international stock market indices

Dimpfl, Thomas - In: International review of financial analysis 33 (2014), pp. 10-16

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On the time varying nature of herding behaviour: evidence from major European indices

Stavroyiannis, Stavros; Babalos, Vassilios - In: Global business & economics review 17 (2015) 3, pp. 298-309

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Assessing Time-Series Versus Cross-Sectional Influences in Panel Estimates : International Financial Architecture and Expected Equity Premia

Aggarwal, Raj - 2012

-sectional effects. We present two estimation procedures that can do so and illustrate their application by examining international …-sectionally while other variables vary cross-sectionally but not across time. Using two different estimation procedures we find a … second estimation as U.S. Corporate bond spreads change value each year but have the same value across countries. Similarly …

Persistent link: https://www.econbiz.de/10013107186