Narrow search
Showing 1 - 10 of 201
Cover Image
The long-run diversification benefits available from investing across geographical regions and property type : evidence from cointegration tests
Tarbert, Heather - In: Economic modelling 15 (1998) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10001247849
Cover Image
Imperfect asset substitution in a two-country model
Artis, Michael J. - In: Economic modelling 8 (1991) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10001137914
Cover Image
Portfolio choice in Irish financial markets
Browne, F. X. - In: Economic modelling 5 (1988) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10001074388
Cover Image
Estimating portfolio models from financial flow data : a comment
Owen, Dorian - In: Economic modelling 14 (1997) 2, pp. 301-306
Persistent link: https://www.econbiz.de/10001223832
Cover Image
The virtuous imperative : modelling capital flows in the presence of non-linearity
Fedderke, Johannes W. - In: Economic modelling 19 (2002) 3, pp. 445-461
Persistent link: https://www.econbiz.de/10001662651
Cover Image
Currency composition of debt, risk premia and the 1997 Korean crisis
Bratsiotis, George; Robinson, Wayne A. - In: Economic modelling 22 (2005) 3, pp. 459-471
Persistent link: https://www.econbiz.de/10002770070
Cover Image
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Cover Image
Semiparametric portfolios : Improving portfolio performance by exploiting non-linearities in firm characteristics
Caldeira, João F.; Santos, André A. P.; Torrent, Hudson S. - In: Economic modelling 122 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014388683
Cover Image
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad; Chibane, Messaoud - In: Economic modelling 122 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Cover Image
Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds
Xu, Danyang; Corbet, Shaen; Lang, Chunlin; Hu, Yang - In: Economic modelling 141 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015191410