Titlebook: Asset Allocation and International Investments; Greg N. Gregoriou (Associate Professor of Finance Book 2007 Palgrave Macmillan, a divisio

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Sofía Simeto,Gustavo Balmelli,Carlos Pérezs of US and Japanese stock returns, and find large shocks to broad-based market indices positively affect both the magnitude and persistence of return correlations. Masson (1998) identifies several sources for contagion. In the so-called “monsoonal effect”, pressures common to affected assets are th

發(fā)源

Sofía Simeto,Gustavo Balmelli,Carlos Pérezerging market bond capitalization is relatively small compared to the size of the fixed-income market, it has still attracted the attention of investors. There have been times (for example, in the summer of 1997) when the average performance of the Emerging Market Bond Index is better than that of t

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Rodrigo Ahumada,Alessandro RotellaM) as a single-factor model in the 1960s revolutionized the concept of asset pricing as it enabled the quantification of the risk-return relationship. For practitioners, asset-pricing models may be important to identify whether stocks are over- or undervalued, which could influence their trading dec

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https://doi.org/10.1007/978-1-4020-8365-5 emerging markets. It was pointed out in numerous studies that daily financial data is heavily tail distributed (Blattberg and Gonedes, 1974; Fama, 1976; Engle, 1982; Bollerslev, 1986; Nelson, 1991; Rachev and Mittnik, 2000). These studies proposed to pick up the assumptions of .-distribution, symme

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Finance and Capital Markets Serieshttp://image.papertrans.cn/b/image/163415.jpg