Narrow search
Showing 1 - 10 of 8,534
Cover Image
Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies : from pre-industrial to the 4th industrial revolution
Thampanya, Natthinee; Nasir, Muhammad Ali; Toan Luu Duc … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012519591
Cover Image
Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G. - In: International journal of monetary economics and finance … 13 (2020) 5, pp. 429-445
Persistent link: https://www.econbiz.de/10012515166
Cover Image
Diversification and ownership concentration
Parigi, Bruno; Pelizzon, Loriana - 2005
is poor, asset return correlation affects ownership structure in a positive way. Higher return correlation lowers the … countries where stock return correlation is higher, and that the magnitude of this effect is larger in countries where investor …
Persistent link: https://www.econbiz.de/10003277091
Cover Image
Diversification and ownership concentratio
Pelizzon, Loriana; Parigi, Bruno - 2007
Persistent link: https://www.econbiz.de/10003912256
Cover Image
The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - In: The review of financial studies 23 (2010) 6, pp. 2374-2428
Persistent link: https://www.econbiz.de/10003976044
Cover Image
Asset co-movement and diversification benefits
Li, Lingfeng - 2003
Persistent link: https://www.econbiz.de/10003623744
Cover Image
The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - 2009
Persistent link: https://www.econbiz.de/10003875843
Cover Image
Regime switching, asymmetric correlation and international portfolio choices
Abid, Fathi; Bahloul, Slah - In: International journal of monetary economics and finance 4 (2011) 2, pp. 172-194
Persistent link: https://www.econbiz.de/10009009086
Cover Image
Diversification and ownership concentration
Parigi, Bruno (contributor); Pelizzon, Loriana (contributor) - 2005
is poor, asset return correlation affects ownership structure in a positive way. Higher return correlation lowers the … countries where stock return correlation is higher, and that the magnitude of this effect is larger in countries where investor …
Persistent link: https://www.econbiz.de/10003203441
Cover Image
The Determinants of Stock and Bond Return Comovements
Baele, Lieven - 2011
We study the economic sources of stock-bond return comovement and its time variation using a dynamic factor model. We identify the economic factors employing structural and non-structural vector autoregressive models for economic state variables such as interest rates, (expected) inflation,...
Persistent link: https://www.econbiz.de/10013132852