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The impact of Brazil's currency crisis on Brazilian American depository receipts

Jeffus, Wendy - In: Banks and bank systems : international research journal 4 (2009) 2, pp. 29-37

Persistent link: https://www.econbiz.de/10003988585

The performance of open-end international mutual funds

Tkac, Paula A. - In: Economic review 86 (2001) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10001615371

Extreme correlation of international equity markets

Longin, François M.; Solnik, Bruno - 2000

Persistent link: https://www.econbiz.de/10001527091

Are the Fama and French factors global or country specific?

Griffin, John M. - In: The review of financial studies 15 (2002) 3, pp. 783-803

Persistent link: https://www.econbiz.de/10001688871

Tail-dependence in stock-return pairs

Fortin, Ines; Kuzmics, Christoph - 2002

The empirical joint distribution of return-pairs on stock indices displays high tail-dependence in the lower tail and low tail-dependence in the upper tail. The presence of tail-dependence is not compatible with the assumption of (conditional) joint normality. The presence of asymmetric-tail...

Persistent link: https://www.econbiz.de/10009725481