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Emerging Markets: When Are They Worth It?
16 references·6 citing·38 second hop
Emerging Markets: When Are They Worth It? (2002)Emerging Markets: When Are They Worth It?American Economic Review (2019)American Economic ReviewWhy is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)International Asset Pricing a…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Predictable Risk and Returns in Emerging Markets (1995)Predictable Risk and Returns …Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Volatility and Links between National Stock Markets (1994)Volatility and Links between …Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home Bias in Equity Portfolio…Volatiltiy and Links Between National Stock Markets (1990)Volatiltiy and Links Between …Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature (2021)How Many Stocks Are Sufficien…Looking at new markets for international diversification: frontier markets (2015)Looking at new markets for in…Time-varying performance of international mutual funds (2012)Time-varying performance of i…Oops, we should have diversified! (2009)Oops, we should have diversif…Volatility Spillover in Regional Emerging Stock Markets: A Structural Time-Series Approach (2006)Volatility Spillover in Regio…People and the Psychology of Pension Fund Decisions (2004)People and the Psychology of …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)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)Stock return variances (1986)Mean reversion in stock prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Trying to Explain Home Bias in Equities and Consumption (1999)A Rational Expectations Model of Financial Contagion (2002)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Local Return Factors and Turnover in Emerging Stock Markets (1999)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)Political connections and the cost of equity capital (2012)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Investor Diversification and International Equity Markets (1991)The Cross-Section of Expected Stock Returns (1992)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)The determinants of cross-border equity flows (2004)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)Does financial liberalization spur growth? (2005)Risk, Return, and Equilibrium: Empirical Tests (1973)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Competition and Financial Stability (2004)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
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References

  • 2019American Economic Review10,902 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1995Predictable Risk and Returns in Emerging Markets982 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk812 cited
  • 1990Volatiltiy and Links Between National Stock Markets709 cited
  • 1994Volatility and Links between National Stock Markets679 cited
  • 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium671 cited

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1997
Stock Return Predictability and The Role of Monetary Policy
541 cited

Cited by

  • 2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature78 cited
  • 2006Volatility Spillover in Regional Emerging Stock Markets: A Structural Time-Series Approach33 cited
  • 2009Oops, we should have diversified!32 cited
  • 2015Looking at new markets for international diversification: frontier markets27 cited
  • 2012Time-varying performance of international mutual funds25 cited
  • 2004People and the Psychology of Pension Fund Decisions0 cited