Konu "Time-varying correlation" için İİBF - Makale Koleksiyonu | İşletme Bölümü / Department of Management listeleme
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Global risk aversion and emerging market return comovements
(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 ...