Do investors gain from forecasting the asymmetric return co‐movements of financial and real assets?-Reference-Cited by-同舟云学术

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Do investors gain from forecasting the asymmetric return co‐movements of financial and real assets?

Published:2020-08-10 Issue:3 Volume:26 Page:3246-3268
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Mandal Anandadeep¹,Poshakwale Sunil S.²^ORCID,Power Gabriel J.³^ORCID

Affiliation:

1. Department of Finance University of Birmingham Birmingham UK

2. Centre for Research in Finance, Cranfield School of Management Cranfield University Cranfield UK

3. Department of Finance, Insurance and Real Estate, FSA Business School Université Laval Quebec City Quebec Canada

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1961

Reference88 articles.

1. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

2. A Three-step Method for Choosing the Number of Bootstrap Repetitions

3. Why does the correlation between stock and bond returns vary over time?

4. International Asset Allocation With Regime Shifts

5. Asymmetric correlations of equity portfolios

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