Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen   Oil-stock volatility transmission, portfolio selection and hedging   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 29 2012 Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori   A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 13 2012 Martín Jorge Egozcue   Gains from diversification: a regret theory approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 13 2012 Connie Bayudan-Dacuycuy   The Philippine export portfolio in the product space: potentials, possibilities and policy challenges   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta   Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 27 2010 Thomas Grennes , Pablo Guerron-quintana and Asli Leblebicioglu   Economic Development and Volatility among the States   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora   Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 18 2010 Md. Israt Rayhan and Ulrike Grote   Crop Diversification to Mitigate Flood Vulnerability in Bangladesh: An Economic Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 28 2009 Juliana Caicedo-llano and Catherine Bruneau   Co-movements of international equity markets: a large-scale factor model approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 25 2009 Giuseppe Cavaliere , Luca Fanelli and Attilio Gardini   Consumption risk sharing and adjustment costs   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 23 2009 Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew   Is There Any International Diversification Benefits in ASEAN Stock Markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 21 2008 Takaaki Aoki   One Proposition about Dynamic Portfolio Selection in an Open Economy and International Diversification   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 07 2008 Parikshit Ghosh   Price Discrimination As Portfolio Diversification   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 05 2008 Duc Khuong Nguyen , Walid Mensi and Adel Boubaker   More on corporate diversification, firm size and value creation   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 19 2007 Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu   An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 05 2006 Erdal Atukeren and Aylin Seçkin   Art and the Economy: A First Look at the Market for Paintings in Turkey   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 03 2006 Tsangyao Chang and Yang-Cheng Lu   Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 18 2004 AROURI Mohamed El Hedi   The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.   Abstract  Contact Information  Citation  Full Text  -  Note