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Predictable risk and returns in emerging markets

Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000881185

Economic, financial, and fundamental global risk inside and outside the EMU

Ferson, Wayne E.; Harvey, Campbell R. - In: Swedish economic policy review 6 (1999) 1, pp. 123-184

Persistent link: https://www.econbiz.de/10001403943

Economic, financial, and fundamental global risk in and out of the EMU

Ferson, Wayne E.; Harvey, Campbell R. - 1999

Persistent link: https://www.econbiz.de/10001370322

Cross-sectional alpha dispersion and performance evaluation

Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296

Persistent link: https://www.econbiz.de/10012166855

The risk and expected returns of African equity investment

Erb, Claude B.; Harvey, Campbell R.; Viskanta, Tadas E. - In: Investment and risk in Africa, (pp. 122-145). 2000

Persistent link: https://www.econbiz.de/10001529546

Conditional skewness in asset pricing : 25 years of out-of-sample evidence

Harvey, Campbell R.; Siddique, Akhtar R. - In: Critical finance review 12 (2023) 1/4, pp. 355-366

Persistent link: https://www.econbiz.de/10014370380

Economic, Financial, and Fundamental Global Risk In and Out of the EMU

Ferson, Wayne E. - 1999

. First, the introduction of the Euro currency unit greatly reduces the complexity of including foreign exchange risk in asset … currency risk factors. Second, when combining the currency factors with a group of economic factors, we measure the incremental … explanatory power over and above a model that includes economic risk factors …

Persistent link: https://www.econbiz.de/10012471840

Predictable Risk and Returns in Emerging Markets

Harvey, Campbell R. - 1994

correlations with developed countries' equity markets significantly reduces the unconditional portfolio risk of a world investor …

Persistent link: https://www.econbiz.de/10012474313

Predictable Risk and Returns in Emerging Markets

Harvey, Campbell R. - 2010

correlations with developed countries' equity markets significantly reduces the unconditional portfolio risk of a world investor …

Persistent link: https://www.econbiz.de/10012763467