International correlations and excess returns in European stock markets: Does EMU matter?

Applied Financial Economics

Volumn 11, Issue 1, 2001, Pages 69-73

  Kempa, B ^a   Nelles, M ^a  

^a UNIVERSITY OF WUPPERTAL   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EUROPEAN MONETARY UNION; EXCHANGE RATE; STOCK MARKET;

EUROPE;

EID: 0035122121     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100150210273     Document Type: Article

References (15)

1. International portfolio choice and corporation finance: A synthesis
2. Partial equilibrium versus general equilibrium models of the international capital market
3. Home asset preference and productivity shocks
4. Multifactor explanations of asset pricing anomalies
5. Investor diversification and international equity markets
6. Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan
7. The valuation of risky assets and the selection of risky investment in stock portfolios and capital budgets
8. Equilibrium in a capital asset market
9. Capital asset prices: A theory of market equilibrium under conditions of risk
10. An equilibrium model of the international capital market
11. The internationalisation of stock markets and the abolition of UK exchange control
12. Home bias and high turnover
13. Liquidity preference as behavior toward risk