The Rationale of the International Equity Return Correlation Structure

SSRN Electronic Journal ◽

10.2139/ssrn.275915 ◽

2001 ◽

Cited By ~ 1

Author(s):

Patrick Wegmann

Keyword(s):

Correlation Structure ◽

International Equity

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Economic determinants of the correlation structure across international equity markets

Journal of Economics and Business ◽

10.1016/s0148-6195(99)00021-1 ◽

1999 ◽

Vol 51 (6) ◽

pp. 443-471 ◽

Cited By ~ 52

Author(s):

Kevin Bracker ◽

Paul D. Koch

Keyword(s):

Equity Markets ◽

Correlation Structure ◽

Economic Determinants ◽

International Equity Markets ◽

International Equity

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Stock Index Futures Trading and Volatility in International Equity Markets

CFA Digest ◽

10.2469/dig.v31.n1.832 ◽

2001 ◽

Vol 31 (1) ◽

pp. 71-72

Author(s):

William H. Sackley

Keyword(s):

Equity Markets ◽

Stock Index ◽

Stock Index Futures ◽

Futures Trading ◽

Index Futures ◽

International Equity Markets ◽

International Equity

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The Plausibility of Risk Estimates and Implied Costs to International Equity Investment

SSRN Electronic Journal ◽

10.2139/ssrn.1025809 ◽

2007 ◽

Author(s):

Lieven De Moor ◽

Piet M. F. A. Sercu ◽

Rosanne Vanpee

Keyword(s):

Equity Investment ◽

Risk Estimates ◽

International Equity

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Are International Equity Market Returns Predictable?

SSRN Electronic Journal ◽

10.2139/ssrn.1495872 ◽

2009 ◽

Author(s):

Sungju Chun

Keyword(s):

Equity Market ◽

Market Returns ◽

International Equity

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International Equity Portfolio Investment Decision and Intellectual Capital Information

SSRN Electronic Journal ◽

10.2139/ssrn.1500827 ◽

2009 ◽

Author(s):

Jun Yao ◽

Ulf Johnson ◽

Chitoshi Koga

Keyword(s):

Intellectual Capital ◽

Investment Decision ◽

Portfolio Investment ◽

International Equity

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International Equity Flows, Dominant Distributions and Diversification

SSRN Electronic Journal ◽

10.2139/ssrn.1585432 ◽

2010 ◽

Author(s):

Ephraim Clark ◽

Konstantinos Kassimatis

Keyword(s):

International Equity

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Market States and The Role of 52-Week Highs and Lows as Reference Points: Evidence from International Equity Indexes

SSRN Electronic Journal ◽

10.2139/ssrn.1917039 ◽

2011 ◽

Author(s):

Roger Zhu ◽

Robert J. Bianchi ◽

Michael E. Drew

Keyword(s):

Reference Points ◽

International Equity

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Investment Style and Performance: Evidence for International Equity Mutual Funds

SSRN Electronic Journal ◽

10.2139/ssrn.2370512 ◽

2014 ◽

Author(s):

Bernhard Breloer

Keyword(s):

Mutual Funds ◽

Investment Style ◽

Equity Mutual Funds ◽

International Equity ◽

And Performance

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A Granular Approach to International Equity Data from Thomson Datastream

SSRN Electronic Journal ◽

10.2139/ssrn.3225371 ◽

2018 ◽

Cited By ~ 2

Author(s):

Conrad Landis ◽

Spyros Skouras

Keyword(s):

International Equity

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Two-Factor Hull-White Model Revisited: Correlation Structure for Two-Factor Interest Rate Model in CVA Calculation

SSRN Electronic Journal ◽

10.2139/ssrn.3338987 ◽

2019 ◽

Author(s):

Osamu Tsuchiya

Keyword(s):

Interest Rate ◽

Correlation Structure ◽

Rate Model ◽

Interest Rate Model

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