Showing 111 - 120 of 78,489
Persistent link: https://www.econbiz.de/10003786436
Persistent link: https://www.econbiz.de/10003786440
We examine international stock return comovements using country-industry and country-style portfolios as the base portfolios. We first establish that parsimonious risk-based factor models capture the covariance structure of the data better than the popular Heston-Rouwenhorst (1994) model. We...
Persistent link: https://www.econbiz.de/10003789454
Persistent link: https://www.econbiz.de/10003789974
Persistent link: https://www.econbiz.de/10003777013
Persistent link: https://www.econbiz.de/10003777979
Persistent link: https://www.econbiz.de/10003778778
Persistent link: https://www.econbiz.de/10003778939
Persistent link: https://www.econbiz.de/10003779553