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Two puzzles of asset pricing and their implications for investors
Campbell, John Y. - In: New frontiers in economics, (pp. 128-170). 2004
Persistent link: https://www.econbiz.de/10002545289
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Volatility and links between national stock markets
King, Mervyn; Sentana, Enrique; Wadhwani, Sushil B. - 1990
Persistent link: https://www.econbiz.de/10000806989
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Volatility and links between national stock markets
King, Mervyn; Sentana, Enrique; Wadhwani, Sushil B. - 1993
Persistent link: https://www.econbiz.de/10000875068
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Volatility and links between national stock markets
King, Mervyn - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 4, pp. 901-933
Persistent link: https://www.econbiz.de/10001252917
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Modelling volatility during the current financial crisis : an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 171-194
Persistent link: https://www.econbiz.de/10009722142
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A global-optimal portfolio theory beyond the R-σ model
Liua, Yifan; Liang, Shi-Dong - In: Frontiers of economics in China : selected publications … 15 (2020) 1, pp. 124-139
Persistent link: https://www.econbiz.de/10012227506
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A la recherche des facteurs déterminants de l'intégration internationale des marchés boursiers : une analyse sur données de panel
Arouri, Mohamed - In: Economie appliquée : archives de l'Institut de … 59 (2006) 4, pp. 105-141
Persistent link: https://www.econbiz.de/10003404615
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Volatiltiy and Links between National Stock Markets
King, Mervyn - 2010
on sixteen national stock markets, we estimate a multivariate factor model in which the volatility of returns is induced … by changing volatility in the orthogonal factors. Excess returns are assumed to depend both on innovations in observable …
Persistent link: https://www.econbiz.de/10013138394
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Volatiltiy and Links Between National Stock Markets
King, Mervyn - 1990
on sixteen national stock markets, we estimate a multivariate factor model in which the volatility of returns is induced … by changing volatility in the orthogonal factors. Excess returns are assumed to depend both on innovations in observable …
Persistent link: https://www.econbiz.de/10012475676
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Currency carry trade regimes : beyond the Fama regression
Clarida, Richard H.; Davis, Josh; Pedersen, Niels - 2009
Persistent link: https://www.econbiz.de/10003909085