THE CO-MOVEMENT OF INTERNATIONAL ASSET RETURNS

被引：6
|
作者：
FINNERTY, JE
SCHNEEWEIS, T
机构：
来源：
JOURNAL OF INTERNATIONAL BUSINESS STUDIES | 1979年 / 10卷 / 03期
关键词：
D O I：
10.1057/palgrave.jibs.8490644
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：66 / 78
页数：13
相关论文
共 50 条
  • [1] A simplified approach to modeling the co-movement of asset returns
    Harris, Richard D. F.
    Stoja, Evarist
    Tucker, Jon
    [J]. JOURNAL OF FUTURES MARKETS, 2007, 27 (06) : 575 - 598
  • [2] Co-movement of the Chinese and US aggregate stock returns
    Wang, Qianqian
    Choi, Seung Mo
    [J]. APPLIED ECONOMICS, 2015, 47 (50) : 5337 - 5353
  • [3] International Stock Price Co-movement
    Hirayama, Kenjiro
    Tsutsui, Yoshiro
    [J]. ASIAN ECONOMIC PAPERS, 2013, 12 (03) : 157 - 191
  • [4] Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
    Fernandez, Viviana
    [J]. JOURNAL OF FUTURES MARKETS, 2008, 28 (02) : 182 - 207
  • [5] On the international co-movement of natural interest rates
    Agnello, Luca
    Castro, Vitor
    Sousa, Ricardo M.
    [J]. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2022, 80
  • [6] The Predictability of Returns on Equity REITs and Their Co-Movement with Other Assets
    Liu, Crocker H.
    Mei, Jianping
    [J]. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 1992, 5 (04): : 401 - 418
  • [7] Macroeconomic shocks and the co-movement of stock returns in Latin America
    Araujo, Eurilton
    [J]. EMERGING MARKETS REVIEW, 2009, 10 (04) : 331 - 344
  • [8] Organizational capital and the international co-movement of investment
    Johri, Alok
    Letendre, Marc-Andre
    Luo, Daqing
    [J]. JOURNAL OF MACROECONOMICS, 2011, 33 (04) : 511 - 523
  • [9] Co-movement of cryptocurrencies and African stock returns: A multiresolution analysis
    Kumah, Seyram Pearl
    Odei-Mensah, Jones
    Amanamah, Richmell Baaba
    [J]. COGENT BUSINESS & MANAGEMENT, 2022, 9 (01):
  • [10] Returns co-movement and interconnectedness: Evidence from Indonesia banking system
    Zuhrohtun, Zuhrohtun
    Salim, M. Zulkifli
    Sunaryo, Kunti
    Astuti, Sri
    [J]. COGENT ECONOMICS & FINANCE, 2023, 11 (02):
12345