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Diversification evidence from international equity markets using extreme values and stochastic copulas
Bhatti, Muhammad Ishaq; Nguyen, Cuong - In: Journal of international financial markets, … 22 (2012) 3, pp. 622-646
Persistent link: https://www.econbiz.de/10009623538
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Pricing currency risk in the stock market : evidence from Finland and Sweden ; 1970 - 2009
Antell, Jan; Vaihekoski, Mika - In: Journal of international financial markets, … 22 (2012) 1, pp. 120-136
Persistent link: https://www.econbiz.de/10009540834
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Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk
Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of international financial markets, … 28 (2014), pp. 204-212
Persistent link: https://www.econbiz.de/10010411565
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Momentum profits and conditional time-varying systematic risk
Morelli, David - In: Journal of international financial markets, … 29 (2014), pp. 242-255
Persistent link: https://www.econbiz.de/10010412145
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Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry; Ureche-Rangau, Loredana; Gambet, Jean-Benoît - In: Journal of international financial markets, … 18 (2008) 4, pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
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Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 22 (2012) 4, pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
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How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji - In: Journal of international financial markets, … 75 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
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Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; … - In: Journal of international financial markets, … 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
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Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo - In: Journal of international financial markets, … 62 (2019), pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
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Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries
Thampanya, Natthinee; Wu, JunJie; Nasir, Muhammad Ali; … - In: Journal of international financial markets, … 65 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012495783