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The impact of financial crises on international diversification
7 references·3 citing·35 second hop
The impact of financial crises on international diversification (2002)The impact of financial crises on interna…International Market Correlation and Volatility (1996)International Market Correlat…Forecasting International Equity Correlations (1994)Forecasting International Equ…Investor Diversification and International Equity Markets (1991)Investor Diversification and …European Capital Markets: Towards a General Theory of International Investment. (1974)European Capital Markets: Tow…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Portfolio Selection (1952)Portfolio SelectionSpillovers to sectoral equity returns: do liquidity and financial positions matter? (2021)Spillovers to sectoral equity…Disentangling the impacts of industrial and global diversification on firm risk (2018)Disentangling the impacts of …Examining the factors which influence performance measurement and management in the Thai banking industry: an application of the balanced scorecard framework (2004)Examining the factors which i…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)Why Not Diversify Internationally Rather Than Domestically? (1974)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)International comovement of stock market returns: A wavelet analysis (2009)Portfolio Selection: Efficient Diversification of Investments (1959)Does industrial structure explain the benefits of international diversification? (1994)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Case Study Research: Design and Methods (1984)Handbook of Qualitative Research (1994)The Behavior of Stock-Market Prices (1965)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Is the correlation in international equity returns constant: 1960–1990? (1995)The Distribution of Exchange Rate Volatility (1999)The Distribution of Stock Return Volatility (2000)Volatiltiy and Links Between National Stock Markets (1990)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Procyclicality of the financial system and financial stability: Issues and policy options (2001)The Distribution of Realized Exchange Rate Volatility (2001)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The integration of National financial markets: A review of theory and findings (1978)An increasing role for the ECU: a character in search of a script (1988)The multi-faceted role of experience dealing with policy risk: The impact of intensity and diversity of experiences (2017)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)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
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1994Forecasting International Equity Correlations521 cited
  • 1996International Market Correlation and Volatility468 cited
  • 1974European Capital Markets: Towards a General Theory of International Investment.41 cited

Cited by

  • 2018Disentangling the impacts of industrial and global diversification on firm risk26 cited
  • 2021Spillovers to sectoral equity returns: do liquidity and financial positions matter?25 cited
  • 2004Examining the factors which influence performance measurement and management in the Thai banking industry: an application of the balanced scorecard framework21 cited

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