Does idiosyncratic volatility matter at the global level?
Year of publication: |
2019
|
---|---|
Authors: | Umutlu, Mehmet |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 252-268
|
Subject: | Aggregate idiosyncratic volatility | Global idiosyncratic volatility | International diversification | World market return | Volatilität | Volatility | Welt | World | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Risk | Internationaler Finanzmarkt | International financial market | Globalisierung | Globalization | Aktienmarkt | Stock market | CAPM |
-
Country risk and expected returns across global equity markets
Zaremba, Adam, (2018)
-
Dziuba, Pavlo, (2021)
-
Modelling catastrophic risk in international equity markets : an extreme value approach
Cotter, John, (2006)
- More ...
-
Financial Openness and Financial Development: Evidence from Emerging Countries
Umutlu, Mehmet, (2020)
-
Akdogu, Serpil Kahraman, (2014)
-
The degree of financial liberalization and aggregated stock-return volatility in emerging markets
Umutlu, Mehmet, (2010)
- More ...