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International portfolio diversification and multilateral effects of correlations

Bergin, Paul R.; Pyun, Ju Hyun - In: Journal of international money and finance 62 (2016), pp. 52-71

Persistent link: https://www.econbiz.de/10011668307

Demystifying the "home bias" effect : the benefits of international diversification

Galakis, John; Skourias, Nicolas; Firdauzi, Vivi - In: International journal of portfolio analysis and … 2 (2015) 1, pp. 36-56

Persistent link: https://www.econbiz.de/10012253629

Regional and global spillovers and diversification opportunities in the GCC equity sectors

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Emerging markets review 24 (2015), pp. 160-187

Persistent link: https://www.econbiz.de/10011538565

Non-fundamental home bias in international equity markets

Kim, Gyu Hyun; Kim, Hoffmann - In: International economics : a journal published by CEPII … 170 (2022), pp. 213-234

Persistent link: https://www.econbiz.de/10013368881

Chapter 16 Are financial assets priced locally or globally?

Karolyi, G. Andrew; Stulz, René M. - 2003

premium depends on its covariance with the world market portfolio and, possibly, with exchange rate changes. The existing … empirical evidence shows that a country's risk premium depends on its covariance with the world market portfolio and that there …

Persistent link: https://www.econbiz.de/10014023855

Are international portfolio diversification opportunities decreasing? : evidence from principal component analysis

Todorov, Galin K. - In: International journal of economics and financial issues … 7 (2017) 3, pp. 639-661

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Minimum variance portfolio in ASEAN-6 stock markets diversification : a Vietnamese perspective

Tri Hoang - In: Cogent business & management 9 (2022) 1, pp. 1-23

pandemic (period 2). Correlations are evaluated pre and post crises using both an 86-month correlation window for the whole … period and a 12-month rolling correlation window. To assess the benefits of diversification, several portfolios are built …

Persistent link: https://www.econbiz.de/10014429106

A dynamic equilibrium model of imperfectly integrated financial markets

Bhamra, Harjoat Singh; Coeurdacier, Nicolas; Guibaud, … - In: Journal of economic theory 154 (2014), pp. 490-542

Persistent link: https://www.econbiz.de/10010481321

Essays in international finance : risk, jumps and diversification

M'Saddek, Oussama - 2018

Persistent link: https://www.econbiz.de/10012204650

Market segmentation and international diversification across country and industry portfolios

Umutlu, Mehmet; Yargı, Seher Gören; Zaremba, Adam - In: Research in international business and finance 65 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014434054