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The relationship between stock returns and volatility in the seventeen largest international stock markets : a semi-parametric approach

Dimitriou, Dimitrios; Simos, Theodore - In: Modern economy 2 (2011) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10009305794

Price and momentum as robust tactical approaches to global equity investing

Ap Gwilym, Owain; Clare, Andrew D.; Seaton, James; … - In: The journal of investing 19 (2010) 3, pp. 80-91

Persistent link: https://www.econbiz.de/10009308464

International risk cycles

Gourio, François; Siemer, Michael; Verdelhan, Adrien - 2011

Persistent link: https://www.econbiz.de/10009266816

International portfolio diversification is better than you think/ Nicolas Coeurdacier; Stéphane Guibaud

Coeurdacier, Nicolas; Guibaud, Stéphane - In: Journal of international money and finance 30 (2011) 2, pp. 289-308

Persistent link: https://www.econbiz.de/10009268846

Measuring financial asset return and volatility spillovers, with application to global equity markets

Diebold, Francis X.; Yılmaz, Kamil - In: The economic journal : the journal of the Royal … 119 (2009), pp. 158-171

Persistent link: https://www.econbiz.de/10003805251

Long memory in international equity markets : revisited

Assaf, Ata - In: Applied financial economics letters 4 (2008) 4/6, pp. 433-437

Persistent link: https://www.econbiz.de/10003808314

How big are the gains from international financial integration?

Hoxha, Indrit; Kalemli-Ozcan, Sebnem; Vollrath, Dietrich - 2011

Persistent link: https://www.econbiz.de/10009388239

Is the value effect seasonal? : evidence from global equity markets

Das, Praveen K.; Uma Rao, S. P. - In: The international journal of business and finance … 6 (2012) 2, pp. 21-33

Persistent link: https://www.econbiz.de/10009389655

Does beta explain global equity market volatility : some empirical evidence

Kurach, Radoslaw - In: Contemporary economics 7 (2013) 2, pp. 55-66

The purpose of this study is to assess the diversification benefits resulting from international asset allocation. In this study, we examine Capital Asset Pricing Model (CAPM) in its international context (ICAPM) using the monthly equity returns for 26 countries (18 developed and 8 emerging...

Persistent link: https://www.econbiz.de/10009770247

Global integration and emerging stock market excess returns

Donadelli, Michael - In: Macroeconomics and finance in emerging market economies 6 (2013) 2, pp. 244-279

Persistent link: https://www.econbiz.de/10010203948