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Systematic extreme downside risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - In: Journal of international financial markets, … 61 (2019), pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
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On the robustness of international portfolio diversification benefits to regime-switching volatility
Flavin, Thomas J.; Panopulu, Aikaterinē - In: Journal of international financial markets, … 19 (2009) 1, pp. 140-156
Persistent link: https://www.econbiz.de/10003797280
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Is carry-trade a viable alternative asset class?
Das, Sougata; Kadapakkam, Palani-Rajan; Tse, Yiuman - In: Journal of international financial markets, … 24 (2013), pp. 247-257
Persistent link: https://www.econbiz.de/10009726367
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When do characteristics-sorted factors mechanically explain returns?
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of international financial markets, … 25 (2013), pp. 119-143
Persistent link: https://www.econbiz.de/10009762798
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Integration versus segmentation in China's stock market : an analysis of time-varying beta risks
Li, Hong - In: Journal of international financial markets, … 25 (2013), pp. 88-105
Persistent link: https://www.econbiz.de/10009762803
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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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Value premium and implied equity duration in the Japanese stock market
Fukuta, Yuichi; Yamane, Akiko - In: Journal of international financial markets, … 39 (2015), pp. 102-121
Persistent link: https://www.econbiz.de/10011475648
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The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
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Global portfolio management of fixed income securities in continuous time
Greenleaf, James A.; Hogan, Karen M.; Kish, Richard J. - In: Journal of international financial markets, … 6 (1996) 1, pp. 65-85
Persistent link: https://www.econbiz.de/10001498280
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International portfolio diversification and gains in efficiency : can new assets help?
Athanasoulis, Stefano - In: Journal of international financial markets, … 6 (1996) 2/3, pp. 47-68
Persistent link: https://www.econbiz.de/10001508343