Similar Search Results

Extreme correlation of international equity markets

Longin, François M.; Solnik, Bruno - 2000

Persistent link: https://www.econbiz.de/10001527091

Extreme correlation of international equity markets

Longin, François M.; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 649-676

Persistent link: https://www.econbiz.de/10001604126

Wann beginnt die Krise? : Ein Blick auf Finanzmarktrenditen

Locarek-Junge, Hermann; Straßberger, Mario; Wagner, … - In: Krisenkommunikation : 5. Dresdner Kolloquium an der …, (pp. 142-152). 2003

Persistent link: https://www.econbiz.de/10002063628

International stock return predictability under model uncertainty

Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282

Persistent link: https://www.econbiz.de/10009239675

International stock return predictability under model uncertainty

Schrimpf, Andreas (contributor) - 2008

This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...

Persistent link: https://www.econbiz.de/10003728591