PORTFOLIO MANAGEMENT - Dispersion as Cross-Sectional Correlation - The dispersion of national stock markets is a new way to estimate instantaneously their global correlation
|Year of publication:||
|Authors:||Solnik, Bruno; Roulet, Jacques|
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 56.2000, 1, p. 54-61
Lombard, Thierry, (1999)
Kahn, Ronald N., (1996)
STRATEGIES - Modeling Stock Market Returns - In this article, the authors develop a two-step econometric model to explain and forecast stock market movements in seventeen countries. Their key assumption is that while a theory such as the dividend discount model is relevant to explain the long-run behavior of stock markets, short-run fluctuations are driven by variables that do not enter into the ...
Harasty, Hélène, (2000)
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