International determinants of asymmetric dependence in investment returns
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DOI: 10.1016/j.jimonfin.2021.102576
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More about this item
Keywords
International Asset Pricing; Asymmetric Dependence; Country Factors; State-Dependent Return Correlations;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Statistics
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