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Time-varying Integration and International diversification strategies. (2009). Inghelbrecht, Koen ; Baele, Lieven.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:16:y:2009:i:3:p:368-387.

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  1. Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
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  2. Market segmentation and international diversification across country and industry portfolios. (2023). Zaremba, Adam ; Yargi, Seher Goren ; Umutlu, Mehmet.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000806.

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  3. What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.

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  4. To diversify or not to diversify internationally?. (2022). Yargi, Seher Goren ; Umutlu, Mehmet.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001914.

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  5. A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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  6. Time-varying conditional beta, return spillovers, and dynamic bank diversification strategies. (2021). Wang, LU.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:272-280.

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  7. A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella.
    In: International Review of Financial Analysis.
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  8. Country Effects, Industry Effects and the Effectiveness of International Diversification Within the GCC Region. (2020). Moosa, Imad A ; Al-Jassar, Sulaiman.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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  9. The effect of global and regional stock market shocks on safe haven assets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:54:y:2020:i:c:p:297-308.

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  10. Relative industry valuation and cross-border listing. (2020). Wang, Xiaoqiao ; Ding, YI ; Bae, Kee-Hong.
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    RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301655.

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  11. Financial innovation and bank growth: The role of institutional environments. (2020). Lee, Chien-Chiang ; Ho, Shan-Ju ; Wang, Chih-Wei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300929.

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  12. International Stock Comovements with Endogenous Clusters. (2020). Owyang, Michael ; Jackson Young, Laura ; Coroneo, Laura.
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  13. Do foreign stocks substitute for international diversification?. (2020). Campos, Rodolfo ; Campa, Jose M ; Bermejo, Vicente J ; Zakriya, Mohammed.
    In: European Financial Management.
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  14. EXPLORING DIVERSIFICATION BENEFITS IN ASIAN EQUITY MARKETS. (2019). Mensah, Jones ; Premaratne, Gamini.
    In: The Singapore Economic Review (SER).
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  15. International equity markets interdependence: bigger shocks or contagion in the 21st century?. (2019). Trecroci, Carmine ; Bua, Giovanna.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:155:y:2019:i:1:d:10.1007_s10290-018-0325-5.

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  16. The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
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  17. On the global financial market integration “swoosh” and the trilemma. (2019). Mehl, Arnaud ; Bekaert, Geert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:94:y:2019:i:c:p:227-245.

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  18. Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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  19. On the Global Financial Market Integration “Swoosh” and the Trilemma. (2017). Mehl, Arnaud ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23124.

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  20. Are investors really home-biased when investing at home?. (2017). Oehler, Andreas ; Horn, Matthias ; Wendt, Stefan .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:40:y:2017:i:c:p:52-60.

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  21. Diversification of risk exposure through country mutual funds under alternative investment opportunities. (2017). Naka, Atsuyuki ; Noman, Abdullah .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:64:y:2017:i:c:p:215-227.

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  22. Does institutional ownership matter for international stock return comovement?. (2017). Ferreira, Miguel ; Faias, Jose.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:78:y:2017:i:c:p:64-83.

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  23. Are International Portfolio Diversification Opportunities Decreasing? Evidence from Principal Component Analysis. (2017). Todorov, Galin K.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-85.

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  24. International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?. (2016). Trecroci, Carmine ; Bua, Giovanna.
    In: MPRA Paper.
    RePEc:pra:mprapa:74771.

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  25. Internationalization of Blue-Chip versus Mid-Cap Stock Indices: an Empirical Analysis for France, Germany, and the UK. (2016). Horn, Matthias ; Wendt, Stefan ; Oehler, Andreas.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:44:y:2016:i:4:d:10.1007_s11293-016-9518-2.

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  26. Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns 1. (2016). Amir, Syed Muhammad ; Ur, Mobeen.
    In: IJFS.
    RePEc:gam:jijfss:v:4:y:2016:i:2:p:10-:d:70201.

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  27. Will the crisis “tear us apart”? Evidence from the EU. (2016). Ingham, Hilary ; Steele, Gerry ; Izzeldin, Marwan ; Pappas, Vasileios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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  28. Time-varying importance of country and industry factors in European corporate bonds. (2016). Verschoor, Willem ; Zwinkels, Remco ; Qian, Zhaowen ; Pieterse-Bloem, Mary .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:429-448.

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  29. Essays in banking and international finance. (2015). Schafer, Larissa .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:54db9c22-05fa-4444-97d5-13d1e406580b.

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  30. Regime dependent dynamics and European stock markets: Is asset allocation really possible?. (2015). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
    In: Empirica.
    RePEc:kap:empiri:v:42:y:2015:i:1:p:77-107.

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  31. Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

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  32. Time-varying regional and global integration and contagion: Evidence from style portfolios. (2015). Hyde, Stuart ; Nguyen, Ngoc ; Cho, Sungjun .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:109-131.

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  33. Regional and global spillovers and diversification opportunities in the GCC equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:24:y:2015:i:c:p:160-187.

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  34. Improving international diversification benefits for US investors. (2015). Miralles Quirós, Jose ; Miralles-Marcelo, Jose Luis ; Miralles-Quiros, Maria del Mar, .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:32:y:2015:i:c:p:64-76.

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  35. The rise of global stock market crash probabilities. (2014). Markwat, Thijs .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:14:y:2014:i:4:p:557-571.

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  36. Exploring Diversification Benefits in Asia-Pacific Equity Markets. (2014). Premaratne, Gamini ; Mensah, Jones.
    In: MPRA Paper.
    RePEc:pra:mprapa:60180.

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  37. Dependence patterns among Banking Sectors in Asia: A Copula Approach. (2014). Premaratne, Gamini ; Mensah, Jones.
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    RePEc:pra:mprapa:60119.

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  38. Correlation dynamics and international diversification benefits. (2014). Christoffersen, Peter ; Jacobs, Kris ; Jin, Xisong ; Errunza, Vihang.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:3:p:807-824.

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  39. The Global Crisis and Equity Market Contagion. (2014). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1352.

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  40. The Global Crisis and Equity Market Contagion. (2014). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:69:y:2014:i:6:p:2597-2649.

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  41. Is local bias a cross-border phenomenon? Evidence from individual investors international asset allocation. (2013). Baltzer, Markus ; Walter, Andreas ; Stolper, Oscar .
    In: Discussion Papers.
    RePEc:zbw:bubdps:182013.

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  42. Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:148.

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  43. Factor decomposition and diversification in European corporate bond markets. (2013). Mahieu, Ronald ; Pieterse-Bloem, Mary .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:194-213.

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  44. Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration. (2013). Gebka, Bartosz ; Gbka, Bartosz ; Karoglou, Michail .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3639-3653.

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  45. Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation. (2013). Baltzer, Markus ; Walter, Andreas ; Stolper, Oscar .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2823-2835.

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  46. Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131548.

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  47. Correlation Dynamics and International Diversification Benefits. (2013). Jin, Xisong ; Christoffersen, Peter ; Errunza, Vihang R. ; Jacobs, Kris.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-49.

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  48. International portfolio diversification: Currency, industry and country effects revisited. (2012). Gerard, Bruno ; Hillion, Pierre ; de Roon, Frans A. ; Eiling, Esther .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1249-1278.

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  49. Capital flows, push versus pull factors and the global financial crisis. (2012). Fratzscher, Marcel.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:2:p:341-356.

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  50. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2012). Gupta, Rakesh ; Guidi, Francesco.
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    RePEc:eee:finana:v:21:y:2012:i:c:p:10-22.

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  51. Industry and country factors in emerging market returns: Did the Asian crisis make a difference?. (2012). Leger, Lawrence ; Green, Christopher ; Bai, YE.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:13:y:2012:i:4:p:559-580.

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  52. Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach. (2012). Christoffersen, Peter ; Errunza, Vihang ; Jacobs, Kris ; Langlois, Hugues.
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    RePEc:aah:create:2012-48.

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  53. The effect of Emu on bond market integration and investor portfolio allocations. (2011). Pieterse-Bloem, M..
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    RePEc:tiu:tiutis:3c6ce80d-9260-424a-b889-bf521d2e0313.

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  54. Capital Flows, Push versus Pull Factors and the Global Financial Crisis. (2011). Fratzscher, Marcel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17357.

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  55. Foreign equity flows and the Size Bias : Evidence from an emerging stock market. (2011). Diyarbakirlioglu, Erkin .
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    RePEc:hal:journl:hal-01127657.

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  56. Does Institutional Ownership Matter for International Stock Return Comovement?. (2011). Santa-Clara, Pedro ; Ferreira, Miguel ; Faias, Jose ; Matos, Pedro.
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    RePEc:ekd:002625:3038.

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  57. International diversification with frontier markets. (2011). Berger, Dave ; Pukthuanthong, Kuntara ; Yang, Jimmy J..
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    RePEc:eee:jfinec:v:101:y:2011:i:1:p:227-242.

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  58. Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market. (2011). Diyarbakirlioglu, Erkin .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:485-509.

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  59. Global crises and equity market contagion. (2011). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111381.

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  60. Capital flows, push versus pull factors and the global financial crisis. (2011). Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111364.

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  61. Capital Flows, Push versus Pull Factors and the Global Financial Crisis. (2011). Fratzscher, Marcel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8496.

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  62. Global crises and equity market contagion. (2011). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8438.

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  63. The determinants of increasing equity market comovement: economic or financial integration?. (2010). Baele, Lieven ; Soriano, Pilar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:146:y:2010:i:3:p:573-589.

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  64. Time-varying integration, interdependence and contagion. (2010). Inghelbrecht, Koen ; Baele, Lieven.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:5:p:791-818.

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  65. International asset allocation for incompletely-informed investors. (2010). Gau, Yin-Feng ; Hua, Mingshu ; Wu, Wen-Lin .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:422-447.

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Documents in RePEc which have cited the same bibliography

  1. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik.
    In: MPRA Paper.
    RePEc:pra:mprapa:106684.

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  2. Measuring contagion between energy market and stock market during financial crisis: A copula approach. (2012). Huang, Dengshi ; Wei, YU ; Wen, Xiaoqian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1435-1446.

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  3. Time-varying performance of international mutual funds. (2012). Zhang, Chengping ; Turtle, H. J..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

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  4. Moments of multivariate regime switching with application to risk-return trade-off. (2012). Taamouti, Abderrahim.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:292-308.

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  5. Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. (2012). Lee, Hsien-Yi .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2012-01-6.

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  6. Inflation hedging portfolios in different regimes. (2011). Briere, Marie ; Signori, Ombretta.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-08.

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  7. Components of bull and bear markets: bull corrections and bear rallies. (2010). Song, Yong ; McCurdy, Tom ; Maheu, John.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-402.

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  8. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:2:p:315-346.

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  9. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-030.

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  10. The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns. (2007). Guidolin, Massimo ; Na, Carrie Fangzhou.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-059.

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  11. What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model. (2007). Hyde, Stuart ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-029.

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  12. Small caps in international equity portfolios: the effects of variance risk. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-075.

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  13. Information processing and measures of integration: New York, London and Tokyo. (2006). Thorp, Susan ; Milunovich, George.
    In: Research Paper Series.
    RePEc:uts:rpaper:177.

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  14. Structural versus Temporary Drivers of Country and Industry Risk. (2006). Inghelbrecht, Koen ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:06/413.

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  15. Economic and Financial Crises and the Predictability of U.S. Stock Returns. (2006). Pierdzioch, Christian ; Kempa, Bernd ; Hartmann, Daniel.
    In: MPRA Paper.
    RePEc:pra:mprapa:561.

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  16. Implied correlation from VaR. (2006). cotter, john ; Longin, Francois.
    In: MPRA Paper.
    RePEc:pra:mprapa:3506.

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  17. Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures. (2006). Zhang, Xibin ; Silvapulle, Param.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2006-9.

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  18. Shift versus traditional contagion in Asian markets. (2006). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp176.

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  19. International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility. (2006). Panopoulou, Ekaterini ; Flavin, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp167.

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  20. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-002.

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  21. Selecting Copulas for Risk Management. (2006). Verbeek, Marno ; Kole, Erik ; Koedijk, Kees .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5652.

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  22. Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency. (2006). Peel, David ; Minford, A. Patrick ; Meenagh, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5614.

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  23. Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models. (2006). Georgoutsos, Dimitris ; Bekiros, Stelios.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-17.

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  24. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
    In: International Finance.
    RePEc:wpa:wuwpif:0511005.

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  25. Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco.
    In: Finance.
    RePEc:wpa:wuwpfi:0506009.

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  26. Asymmetric Risk and International Portfolio Choice. (2005). Thorp, Susan ; Milunovich, George.
    In: Research Paper Series.
    RePEc:uts:rpaper:160.

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  27. Dynamic bond portfolio choice in a model with Gaussian diffusion regimes. (2005). João Liborio, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:3:p:259-270.

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  28. Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence. (2005). Wohar, Mark ; Rapach, David E..
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:329.

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  29. Learning Under Ambiguity. (2005). Schneider, Martin ; Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:497.

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  30. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-007.

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  31. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-006.

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  32. An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-003.

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  33. Density selection and combination under model ambiguity: an application to stock returns. (2005). D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-09.

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  34. Measuring comovements by regression quantiles. (2005). Manganelli, Simone ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005501.

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  35. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (2005). Viceira, Luis ; Chacko, George .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4913.

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  36. Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices. (2005). Sancetta, Alessio ; Nikanrova, Arina.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0516.

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  37. Density Estimation and Combination under Model Ambiguity. (2004). D'Amico, Stefania.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:273.

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  38. International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. (2004). cotter, john.
    In: MPRA Paper.
    RePEc:pra:mprapa:3538.

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  39. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1411004.

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  40. A Two-State Capital Asset Pricing Model with Unobservable States. (2004). Nilsson, Birger ; Hansson, Björn.
    In: Working Papers.
    RePEc:hhs:lunewp:2004_028.

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  41. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:77.

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  42. Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias. (2004). Carvalho, Carlos ; Amonlirdviman, Kevin .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:61.

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  43. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

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  44. ARE VECTOR AUTOREGRESSIONS AND ACCURATE MODEL FOR DYNAMIC ASSET ALLOCATION?. (2004). Pearanda, Francisco .
    In: Working Papers.
    RePEc:cmf:wpaper:wp2004_0419.

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  45. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:03/189.

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  46. How do Regimes Affect Asset Allocation?. (2003). Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10080.

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  47. Explaining movements in UK stock prices:. (2003). Sensier, Marianne ; Osborn, Denise ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:crt:wpaper:0302.

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  48. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_875.

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  49. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0306.

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  50. International diversification strategies. (2002). Del Negro, Marco ; Brooks, Robin.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-23.

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