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Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?
16 references·3 citing·44 second hop
Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk? (2010)Sectoral equity returns in the Euro regio…Volatility‐Spillover Effects in European Bond Markets (2007)Volatility‐Spillover Effects …Volatility Spillover Effects in European Equity Markets (2005)Volatility Spillover Effects …Measuring European Financial Integration (2005)Measuring European Financial …Market Integration and Contagion (2005)Market Integration and Contag…Dynamic stock market integration driven by the European Monetary Union: An empirical analysis (2005)Dynamic stock market integrat…The rise in comovement across national stock markets: market integration or IT bubble? (2004)The rise in comovement across…European Financial Integration and Equity Returns: A Theory-Based Assessment (2003)European Financial Integratio…Emu and European Stock Market Integration (2001)Emu and European Stock Market…Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)Volatility spillover effects …The Rise of Sector Effects in Major Equity Markets (2000)The Rise of Sector Effects in…The Increasing Importance of Industry Factors (2000)The Increasing Importance of …Emerging equity market volatility (1997)Emerging equity market volati…Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Industrial Structure and the …Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Performance Hypothesis Testin…Portfolio Selection (1952)Portfolio SelectionSpillovers to sectoral equity returns: do liquidity and financial positions matter? (2021)Spillovers to sectoral equity…Diversification across ASEAN-wide sectoral and national equity returns (2014)Diversification across ASEAN-…Time‐Varying Spillover Effects on Sectoral Equity Returns (2011)Time‐Varying Spillover Effect…Risk, Return, and Equilibrium: Empirical Tests (1973)Stock returns and the weekend effect (1980)Generalized autoregressive conditional heteroskedasticity (1986)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Striking oil: Another puzzle? 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New global evidence (2011)Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries (2012)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 1997Emerging equity market volatility1,703 cited
  • 2005Market Integration and Contagion1,061 cited
  • 1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 2000Volatility spillover effects from Japan and the US to the Pacific–Basin670 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited
  • 2005Volatility Spillover Effects in European Equity Markets651 cited
  • 2000The Increasing Importance of Industry Factors457 cited
  • 2005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis346 cited
  • 2000The Rise of Sector Effects in Major Equity Markets310 cited
  • 2004The rise in comovement across national stock markets: market integration or IT bubble?263 cited
  • 2007Volatility‐Spillover Effects in European Bond Markets225 cited
  • 2001Emu and European Stock Market Integration161 cited
  • 2005Measuring European Financial Integration139 cited

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2003
European Financial Integration and Equity Returns: A Theory-Based Assessment
125 cited

Cited by

  • 2011Time‐Varying Spillover Effects on Sectoral Equity Returns28 cited
  • 2014Diversification across ASEAN-wide sectoral and national equity returns28 cited
  • 2021Spillovers to sectoral equity returns: do liquidity and financial positions matter?25 cited