IDEAS home Printed from https://ideas.repec.org/r/anr/refeco/v8y2016p221-288.html
   My bibliography  Save this item

Globalization and Asset Returns

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Vicente J. Bermejo & José M. Campa & Rodolfo G. Campos & Mohammed Zakriya, 2020. "Do foreign stocks substitute for international diversification?," European Financial Management, European Financial Management Association, vol. 26(5), pages 1191-1223, November.
  2. Mr. Sakai Ando, 2019. "International Financial Connection and Stock Return Comovement," IMF Working Papers 2019/181, International Monetary Fund.
  3. Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020. "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 689-746.
  4. Clément Mathonnat & Alexandru Minea & Marcel Voia, 2022. "Does more finance lead to longer crises?," The World Economy, Wiley Blackwell, vol. 45(1), pages 111-135, January.
  5. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, October –.
  6. Silvers, Roger, 2021. "Does regulatory cooperation help integrate equity markets?," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1275-1300.
  7. Bian, Jiangze & Chan, Kalok & Han, Bing & Shi, Donghui, 2023. "Cross-border equity flows and information transmission: Evidence from Chinese stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  8. Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2020. "The US Equity Valuation Premium, Globalization, and Climate Change Risks," NBER Working Papers 27022, National Bureau of Economic Research, Inc.
  9. Bekaert, Geert & Mehl, Arnaud, 2019. "On the global financial market integration “swoosh” and the trilemma," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 227-245.
  10. Mathonnat, Clément & Minea, Alexandru, 2018. "Financial development and the occurrence of banking crises," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 344-354.
  11. Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022. "Global Production Linkages and Stock Market Comovement," Swiss Finance Institute Research Paper Series 22-18, Swiss Finance Institute.
  12. Li, Xiang & Su, Dan, 2020. "Capital account liberalisation does worsen income inequality," IWH Discussion Papers 7/2020, Halle Institute for Economic Research (IWH).
  13. Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  14. Le, Trung H., 2021. "International portfolio allocation: The role of conditional higher moments," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 33-57.
  15. Li, Xiang, 2021. "Dilemma and global financial cycle: Evidence from capital account liberalisation episodes," IWH Discussion Papers 13/2021, Halle Institute for Economic Research (IWH).
  16. Umar, Zaghum & Zaremba, Adam & Umutlu, Mehmet & Mercik, Aleksander, 2024. "Interaction effects in the cross-section of country and industry returns," Journal of Banking & Finance, Elsevier, vol. 165(C).
  17. David Hillier & Tiago Loncan, 2019. "Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil," European Financial Management, European Financial Management Association, vol. 25(1), pages 181-206, January.
  18. Reis, Pedro Nogueira & Pinto, António Pedro Soares, 2024. "Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  19. Irem Demirci & Miguel A Ferreira & Pedro Matos & Clemens Sialm, 2022. "How Global Is Your Mutual Fund? International Diversification from Multinationals," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3337-3372.
  20. Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, vol. 127(C).
  21. Miyakoshi, Tatsuyoshi & Shimada, Junji, 2022. "Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  22. Trung H. Le, 2024. "Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 402-414, March.
  23. Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
  24. Akbari, Amir & Ng, Lilian & Solnik, Bruno, 2021. "Drivers of economic and financial integration: A machine learning approach," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 82-102.
  25. Odusami, Babatunde O. & Mansur, Iqbal, 2022. "Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  26. Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2023. "Trade networks and firm value: Evidence from the U.S.-China trade war," Journal of International Economics, Elsevier, vol. 145(C).
  27. Andrey Pavlov & Eva Steiner & Susan Wachter, 2018. "The Consequences of REIT Index Membership for Return Patterns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 46(1), pages 210-250, March.
  28. Cakici, Nusret & Zaremba, Adam, 2023. "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
  29. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "Global Credit Shocks and Real Economies," MAGKS Papers on Economics 202116, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  30. Marco Tronzano, 2021. "Financial Crises, Macroeconomic Variables, and Long-Run Risk: An Econometric Analysis of Stock Returns Correlations (2000 to 2019)," JRFM, MDPI, vol. 14(3), pages 1-25, March.
  31. Lee, Kuan-Hui & Yang, Cheol-Won, 2022. "The world price of tail risk," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
  32. Juan M. Londono & Nancy R. Xu, 2021. "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers 1318, Board of Governors of the Federal Reserve System (U.S.).
  33. Larkin, Yelena & Ng, Lilian & Zhu, Jie, 2018. "The fading of investment-cash flow sensitivity and global development," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 294-322.
  34. Huber, Daniel & Jacobs, Heiko & Müller, Sebastian & Preissler, Fabian, 2023. "International factor models," Journal of Banking & Finance, Elsevier, vol. 150(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.