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International risk cycles
Gourio, François; Siemer, Michael; Verdelhan, Adrien - 2011
Persistent link: https://www.econbiz.de/10009266816
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International Risk Cycles
Gourio, Francois - 2011
uncertainty is time-varying, and (2) countries have heterogeneous exposures to a world aggregate shock. We embed these features in …
Persistent link: https://www.econbiz.de/10013121723
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International Risk Cycles
Gourio, François - 2011
uncertainty is time-varying, and (2) countries have heterogeneous exposures to a world aggregate shock. We embed these features in …
Persistent link: https://www.econbiz.de/10012461380
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Downside risk of international stock returns
Galsband, Victoria - In: Journal of banking & finance 36 (2012) 8, pp. 2379-2388
Persistent link: https://www.econbiz.de/10009656247
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Evaluating international consumption risk sharing gains : an asset return view
Lewis, Karen K.; Liu, Edith X. - In: Journal of monetary economics 71 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011381612
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Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods
Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108
Persistent link: https://www.econbiz.de/10012616041
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Global private information in international equity markets
Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - In: Journal of financial economics 94 (2009) 1, pp. 18-46
Persistent link: https://www.econbiz.de/10003891540
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Global private information in international equity markets
Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - 2006
Persistent link: https://www.econbiz.de/10003381765
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International capital flows and bond risk premia
Sierra, Jesus - 2010
This paper studies the impact of international capital flows on asset prices through risk premia. We investigate …
Persistent link: https://www.econbiz.de/10003981333
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International financial market’s integration and modelling returns of risky assets
Hassene, Ben Mbarek - 2011
The aim of this paper is to test the ability of conditional and unconditional CAPM models to explain emerging markets returns in terms of their integration into the international market. We use data on 5 developed countries and 5 emerging countries as well as data on the Tunis Stock Exchange...
Persistent link: https://www.econbiz.de/10009711626