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Fancy Bitcoin and conventional financial assets : measuring market integration based on connectedness networks

Zeng, Ting; Yang, Mengying; Shen, Yifan - In: Economic modelling 90 (2020), pp. 209-220

Persistent link: https://www.econbiz.de/10012428138

Cross-country stock market integration and portfolio diversification opportunities evidence from developed, emerging and frontier countries

Salahuddin, Sultan; Kashif, Muhammad; Ur Rehman, Mobeen - In: Estudios de economía aplicada : revista promovida por … 39 (2021) 2, pp. 445-466

Persistent link: https://www.econbiz.de/10012814137

Risk and return in international corporate bond markets

Bekaert, Geert; De Santis, Roberto A. - 2020

pricing perspective, we find little to no evidence against the World CAPM model, where the market consists out of equity …

Persistent link: https://www.econbiz.de/10012259354

Investor attention to news on financial integration and currency returns

Filippou, Ilias; Nguyen, My; Taylor, Mark P. - In: Handbook of financial integration, (pp. 57-73). 2024

Persistent link: https://www.econbiz.de/10015076121

Co-skewness and expected return : evidence from international stock markets

Dong, Liang; Kot, Hung Wan; Lam, Keith; Liu, Ming - In: Journal of international financial markets, … 76 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013412790

A new tail-based correlation measure and its application in global equity markets

Liu, Jinjing - In: Journal of financial econometrics 21 (2023) 3, pp. 959-987

Persistent link: https://www.econbiz.de/10014314844

The global cross-section of corporate bonds : market, maturity and liquidity

Bekaert, Geert; De Santis, Roberto A.; Mondino, Tomas - 2024

Persistent link: https://www.econbiz.de/10015075698

International Stock Returns and Market Integration : A Regional Perspective

Del Negro, Marco - 2002

We investigate the relative importance of country and industry effects in international stock returns, with the innovation that we decompose country effects into region and within-region country effects. We divide the global stock market into the Americas, Asia, and Europe and find that most of...

Persistent link: https://www.econbiz.de/10014401376

The Rise in Comovement Across National Stock Markets : Market Integration or Global Bubble?

Brooks, Robin - 2002

overturned a stylized fact in the international portfolio diversification literature that diversifying across countries is more …

Persistent link: https://www.econbiz.de/10014401647

How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk

Ciciretti, Rocco; Corvino, Raffaele - 2014

analyze the relation between systemic risk and portfolio diversification, highlighting the differences between heterogeneous … and homogeneous diversification. Diversification is generally accepted to be the main tool for reducing idiosyncratic or … portfolio-specific financial risk, but the homogeneous diversification produces also effects on systemic risk. The research …

Persistent link: https://www.econbiz.de/10014180183