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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 649-676
Persistent link: https://www.econbiz.de/10001604126
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - 2000
Persistent link: https://www.econbiz.de/10001527091
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On the term structure of default premia in the swap and LIBOR
Collin-Dufresne, Pierre; Solnik, Bruno - 2000
Persistent link: https://www.econbiz.de/10001527096
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Is the correlation in international equity returns constant, 1960 - 1990?
Longin, François M. - In: Journal of international money and finance 14 (1995) 1, pp. 3-26
Persistent link: https://www.econbiz.de/10001176825
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Global optimization for Swiss pension funds
Odier, Patrick - In: Finanzmarkt und Portfolio-Management 9 (1995) 2, pp. 210-231
Persistent link: https://www.econbiz.de/10001221844
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Currency hedging and Siegel's paradox : on Black's universal hedging rule
Solnik, Bruno - In: Review of international economics 1 (1993) 2, pp. 180-187
Persistent link: https://www.econbiz.de/10001237089
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A multi-country test of the Fisher model for stock returns
Solnik, Bruno - In: Journal of international financial markets, … 7 (1997) 4, pp. 289-301
Persistent link: https://www.econbiz.de/10001242252
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Optimal currency hedge ratios and interest rate risk
Briys, Eric - In: Journal of international money and finance 11 (1992) 5, pp. 431-445
Persistent link: https://www.econbiz.de/10001129978
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International market correlation and volatility
Solnik, Bruno; Boucrelle, Cyril; Le Fur, Yann - 1996
Persistent link: https://www.econbiz.de/10000938038
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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.; Solnik, Bruno - 1998
Persistent link: https://www.econbiz.de/10000996169