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  • Global risk aversion and emerging market return comovements 

    Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın (Elsevier Science Sa, 2018-12)
    Utilizing the recently developed measure of global risk aversion by Xu (2017), we show that global risk aversion is a significant determinant of international equity correlations, consistently across all emerging markets ...