Browsing İİBF - Makale Koleksiyonu | İşletme Bölümü / Department of Management by Citation "Demirer, R., Omay, T., Yüksel, A. & Yüksel, S. A. (2018). Global risk aversion and emerging market return comovements. Economics Letters, 173, 118-121. doi:10.1016/j.econlet.2018.09.027"
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(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 ...