Titlebook: Asset Allocation and International Investments; Greg N. Gregoriou (Associate Professor of Finance Book 2007 Palgrave Macmillan, a divisio

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International Stock Portfolios and Optimal Currency Hedging with Regime Switching,ould maintain an unhedged foreign currency position. Therefore, for an investor with a long investment horizon, it becomes optimal not to hedge at all. Froot argues that real-exchange rates may deviate from their theoretical fair value over shorter horizons, and currency hedging in this context may

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Bond and Stock Market Linkages: The Case of Mexico and Brazil,d of similar issues from the US Treasury has become a market-based measure of sovereign credit worthiness. It has been argued that the credit worthiness of economies as measured by agencies such as Institutional Investor, Moody s and Standard and Poor’s are only . indicators and may not be useful me

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How Does Systematic Risk Impact Stocks? A Study of the French Financial Market,arkets under consideration, they find that financial assets’ betas are stationary mean-reverting processes with an average degree of persistence equal to four days. Gençay, Selçuk and Whitcher (2003) use wavelet techniques to assess the influence of systematic risk on any asset, or equivalently to c

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Bond and Stock Market Linkages: The Case of Mexico and Brazil,erging market bond capitalization is relatively small compared to the size of the fixed-income market, it has still attracted the attention of investors. There have been times (for example, in the summer of 1997) when the average performance of the Emerging Market Bond Index is better than that of t

完成

The Australian Stock Market: An Empirical Investigation,M) as a single-factor model in the 1960s revolutionized the concept of asset pricing as it enabled the quantification of the risk-return relationship. For practitioners, asset-pricing models may be important to identify whether stocks are over- or undervalued, which could influence their trading dec