-
2
-
-
0010597109
-
Measuring international economic linkages with stock market data
-
Ammer J. Mei J. Measuring international economic linkages with stock market data Journal of Finance 51 5 1996 1743-1763
-
(1996)
Journal of Finance
, vol.51
, Issue.5
, pp. 1743-1763
-
-
Ammer, J.1
Mei, J.2
-
3
-
-
0036353532
-
International asset allocation with regime shifts
-
Ang A. Bekaert G. International asset allocation with regime shifts Review of Financial Studies 15 4 2002 1137-1187
-
(2002)
Review of Financial Studies
, vol.15
, Issue.4
, pp. 1137-1187
-
-
Ang, A.1
Bekaert, G.2
-
5
-
-
84993905064
-
Time-varying world market integration
-
Bekaert G. Harvey C.R. Time-varying world market integration Journal of Finance 50 2 1995 403-444
-
(1995)
Journal of Finance
, vol.50
, Issue.2
, pp. 403-444
-
-
Bekaert, G.1
Harvey, C.R.2
-
6
-
-
0001692870
-
Exchange rate regume, volatility, and international correlations on bond and stock markets
-
Bodart V. Reding P. Exchange rate regume, volatility, and international correlations on bond and stock markets Journal of Inter International Money and Finance 18 1 1999 133-151
-
(1999)
Journal of Inter International Money and Finance
, vol.18
, Issue.1
, pp. 133-151
-
-
Bodart, V.1
Reding, P.2
-
7
-
-
0041546190
-
The new economy and global stock returns
-
IMF Working Paper no. 00/216. Washington, DC
-
Brooks, R., Catao, L., 2000. The new economy and global stock returns. IMF Working Paper no. 00/216. Washington, DC.
-
(2000)
-
-
Brooks, R.1
Catao, L.2
-
8
-
-
84977709173
-
Predictable stock return in the United States and Japan: A study of long-term capital market integration
-
Campbell J.Y. Hamao Y. Predictable stock return in the United States and Japan: A study of long-term capital market integration Journal of Finance 47 1 1992 43-69
-
(1992)
Journal of Finance
, vol.47
, Issue.1
, pp. 43-69
-
-
Campbell, J.Y.1
Hamao, Y.2
-
11
-
-
0038969184
-
International asset pricing and portfolio diversification with time-varying risk
-
De Santis G. Gerard B. International asset pricing and portfolio diversification with time-varying risk Journal of Finance 52 5 1997 1881-1912
-
(1997)
Journal of Finance
, vol.52
, Issue.5
, pp. 1881-1912
-
-
De Santis, G.1
Gerard, B.2
-
13
-
-
20444452105
-
Explaining stock market correlation: A gravity model approach
-
Flavin T.J. Hurley M.J. Rousseau F. Explaining stock market correlation: a gravity model approach The Manchester School 70 2003 87-106
-
(2003)
The Manchester School
, vol.70
, pp. 87-106
-
-
Flavin, T.J.1
Hurley, M.J.2
Rousseau, F.3
-
14
-
-
10144261635
-
Return-volatility linkages in international equity and currency markets
-
Bank of Finland Discussion Papers no. 9/2002. Helsinki
-
Francis, B.B., Hasan, I., Hunter, D.M., 2002. Return-volatility linkages in international equity and currency markets. Bank of Finland Discussion Papers no. 9/2002. Helsinki.
-
(2002)
-
-
Francis, B.B.1
Hasan, I.2
Hunter, D.M.3
-
15
-
-
0038021466
-
Financial market integration in Europe: On the effects of EMU on stock markets
-
European Central Bank Working Paper no. 48. Frankfurt
-
Fratzscher, M., 2001. Financial market integration in Europe: on the effects of EMU on stock markets. European Central Bank Working Paper no. 48. Frankfurt.
-
(2001)
-
-
Fratzscher, M.1
-
16
-
-
0012869534
-
Long-term global market correlations
-
Working Paper no. 8612, National Bureau of Economic Research, Cambridge, MA
-
Goetzmann, W., Li, L., Rouwenhorst, K.G., 2002. Long-term global market correlations. Working Paper no. 8612, National Bureau of Economic Research, Cambridge, MA.
-
(2002)
-
-
Goetzmann, W.1
Li, L.2
Rouwenhorst, K.G.3
-
17
-
-
84977728443
-
Gains from international diversification: 1968-1985 returns on portfolios of stocks and bonds
-
Grauer R.R. Hakansson N.H. Gains from international diversification: 1968-85 returns on portfolios of stocks and bonds Journal of Finance 42 3 1987 721-739
-
(1987)
Journal of Finance
, vol.42
, Issue.3
, pp. 721-739
-
-
Grauer, R.R.1
Hakansson, N.H.2
-
18
-
-
0000660071
-
Another look at the role of the industrial structure of markets for international diversification strategies
-
Griffin J.M. Karolyi G.A. Another look at the role of the industrial structure of markets for international diversification strategies Journal of Financial Economics 50 1998 351-373
-
(1998)
Journal of Financial Economics
, vol.50
, pp. 351-373
-
-
Griffin, J.M.1
Karolyi, G.A.2
-
19
-
-
0035578958
-
International competition and exchange rate shocks: A cross-country industry analysis of stock returns
-
Griffin J.M. Stulz R.M. International competition and exchange rate shocks: A cross-country industry analysis of stock returns Review of Financial Studies 14 2001 215-241
-
(2001)
Review of Financial Studies
, vol.14
, pp. 215-241
-
-
Griffin, J.M.1
Stulz, R.M.2
-
20
-
-
0000822996
-
Internationally diversified portfolios: Welfare gains and capital flows
-
Grubel H. Internationally diversified portfolios: Welfare gains and capital flows American Economic Review 58 1968 1299-1314
-
(1968)
American Economic Review
, vol.58
, pp. 1299-1314
-
-
Grubel, H.1
-
21
-
-
84993904981
-
The interdependence of international equity markets
-
Grubel H. Fadnar K. The interdependence of international equity markets Journal of Finance 26 1 1971 89-94
-
(1971)
Journal of Finance
, vol.26
, Issue.1
, pp. 89-94
-
-
Grubel, H.1
Fadnar, K.2
-
22
-
-
25844509696
-
EMU and European stock market integration
-
CEPR Discussion Paper no. 2124. London
-
Hardouvelis, G., Malliaropulos, D., Priestley, R., 1999. EMU and European stock market integration. CEPR Discussion Paper no. 2124. London.
-
(1999)
-
-
Hardouvelis, G.1
Malliaropulos, D.2
Priestley, R.3
-
23
-
-
0002268752
-
Does industrial structure explain the benefits of international diversification?
-
Heston S.L. Rouwenhorst K.G. Does industrial structure explain the benefits of international diversification? Journal of Financial Economics 36 1994 3-27
-
(1994)
Journal of Financial Economics
, vol.36
, pp. 3-27
-
-
Heston, S.L.1
Rouwenhorst, K.G.2
-
25
-
-
0010798257
-
Why do markets move together? An investigation of US-Japan stock return comovements
-
Karolyi G.A. Stulz R.M. Why do markets move together? An investigation of US-Japan stock return comovements Journal of Finance 51 3 1996 951-986
-
(1996)
Journal of Finance
, vol.51
, Issue.3
, pp. 951-986
-
-
Karolyi, G.A.1
Stulz, R.M.2
-
28
-
-
0003103813
-
The benefits of international diversification in bonds
-
Levy H. Lerman Z. The benefits of international diversification in bonds Financial Analysts Journal 44 1988 56-64
-
(1988)
Financial Analysts Journal
, vol.44
, pp. 56-64
-
-
Levy, H.1
Lerman, Z.2
-
29
-
-
0000867768
-
International diversification of investment portfolios
-
Levy H. Sarnat M. International diversification of investment portfolios American Economic Review 60 1970 668-675
-
(1970)
American Economic Review
, vol.60
, pp. 668-675
-
-
Levy, H.1
Sarnat, M.2
-
30
-
-
0001582485
-
Trying to explain home bias in equities and consumption
-
Lewis K.K. Trying to explain home bias in equities and consumption Journal of Economic Literature 37 1999 571-608
-
(1999)
Journal of Economic Literature
, vol.37
, pp. 571-608
-
-
Lewis, K.K.1
-
31
-
-
84995186518
-
Portfolio selection
-
Markowitz H.M. Portfolio selection Journal of Finance 7 1 1952 77-91
-
(1952)
Journal of Finance
, vol.7
, Issue.1
, pp. 77-91
-
-
Markowitz, H.M.1
-
32
-
-
84977714155
-
Industrial structure and the comparative behavior of international stock market indices
-
Roll R. Industrial structure and the comparative behavior of international stock market indices Journal of Finance 47 1 1992 3-41
-
(1992)
Journal of Finance
, vol.47
, Issue.1
, pp. 3-41
-
-
Roll, R.1
-
34
-
-
84977707955
-
Why does stock market volatility change over time?
-
Schwert G.W. Why does stock market volatility change over time? Journal of Finance 44 5 1989 1115-1153
-
(1989)
Journal of Finance
, vol.44
, Issue.5
, pp. 1115-1153
-
-
Schwert, G.W.1
-
35
-
-
0011555241
-
International factors of stock price behavior
-
Khoury S. Ghosh A. (Eds.), Lexington Books, Lexington, MA
-
Solnik, B., De Freitas, A., 1988. International factors of stock price behavior. In: Khoury, S., Ghosh, A. (Eds.), Recent Developments in International Finance and Banking. Lexington Books, Lexington, MA.
-
(1988)
Recent Developments in International Finance and Banking
-
-
Solnik, B.1
De Freitas, A.2
-
36
-
-
0001666748
-
Dummy variables: Mechanics v. interpretation
-
Suits D.B. Dummy variables: Mechanics v. interpretation Review of Economics and Statistics 66 1984 177-180
-
(1984)
Review of Economics and Statistics
, vol.66
, pp. 177-180
-
-
Suits, D.B.1
-
37
-
-
0037412053
-
An analysis of industry and country effects in global stock returns: Evidence from Asian countries and the US
-
Wang C. Lee C. Huang B. An analysis of industry and country effects in global stock returns: Evidence from Asian countries and the US The Quarterly Review of Economics and Finance 43 2003 560-577
-
(2003)
The Quarterly Review of Economics and Finance
, vol.43
, pp. 560-577
-
-
Wang, C.1
Lee, C.2
Huang, B.3
|