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International stock market cointegration under the risk-neutral measure
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: International review of financial analysis 47 (2016), pp. 243-255
Persistent link: https://www.econbiz.de/10011624161
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They're back! Post-financialization diversification benefits of commodities
Gagnon, Marie-Hélène; Manseau, Guillaume; Power, … - In: International review of financial analysis 71 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012436269
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We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.; Power, Gabriel J. - In: International review of financial analysis 81 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013375398