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International portfolio diversification during the Covid-19 onset: A study of correlations among CEE post-transition and developed countries
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International portfolio diversification during the Covid-19 onset: A study of correlations among CEE post-transition and developed countries (2021)International portfolio diversification d…EQUITY HOME BIAS: A REVIEW ESSAY (2018)EQUITY HOME BIAS: A REVIEW ES…The Equity Home Bias Puzzle: A Survey (2013)The Equity Home Bias Puzzle: …Correlation of financial markets in times of crisis (2011)Correlation of financial mark…Do investors still benefit from international diversification with investment constraints? (2008)Do investors still benefit fr…Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit? (2005)Emerging markets of South-Eas…Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis (2003)Transmission of equity return…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…International Market Correlation and Volatility (1996)International Market Correlat…U.S. Equity Investment in Emerging Stock Markets (1995)U.S. Equity Investment in Eme…Home bias and high turnover (1995)Home bias and high turnoverHome Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home Bias in Equity Portfolio…Investor Diversification and International Equity Markets (1991)Investor Diversification and …International capital market equilibrium with investment barriers (1974)International capital market …Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Portfolio Selection: Efficient Diversification of Investments (1959)Why Not Diversify Internationally Rather Than Domestically? (1974)Does industrial structure explain the benefits of international diversification? (1994)International comovement of stock market returns: A wavelet analysis (2009)Asset returns and inflation (1977)The theory and practice of econometrics (1986)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Stock Market Openings: Experience of Emerging Economies (2000)Full Disclosure (2007)An equilibrium model of the international capital market (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Investment Flows (1997)Trying to Explain Home Bias in Equities and Consumption (1999)Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)International Diversification of Investment Portfolios (1970)Capital Market Equilibrium with Restricted Borrowing (1972)The capital asset pricing model: Some empirical tests (1972)Integration vs. Segmentation in the Canadian Stock Market (1986)An Equilibrium Model with Restricted Stock Market Participation (1998)Are Financial Assets Priced Locally or Globally? (2002)Multiscale characteristics of the emerging global cryptocurrency marketModern Portfolio Theory and Investment Analysis. (1982)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Multiscale characteristics of the emerging global cryptocurrency market (2020)Oil price shocks, global financial markets and their connectedness (2020)Increasing Returns and Economic Geography (1990)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Information and the Cost of Capital (2004)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Volatiltiy and Links Between National Stock Markets (1990)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Is the correlation in international equity returns constant: 1960–1990? (1995)The Distribution of Exchange Rate Volatility (1999)Procyclicality of the financial system and financial stability: Issues and policy options (2001)The Distribution of Realized Exchange Rate Volatility (2001)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

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  • 2008Do investors still benefit from international diversification with investment constraints?41 cited
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