315 Eppley Center
East Lansing, MI 48824-1122
Michigan State University
in Total Papers Downloads
in Total Papers Citations
Bear markets; correlation; downside risk; portfolio diversification; financial markets; normal, RiskMetrics TM , GARCH, Student-t
Return-earnings, correlation, earnings, earnings surprise, losses
International, capital budgeting, foreign exchange rates, investments, valuation, hedging
Foreign Exchange Rates, International Capital Budgeting, Currency Risk Management, NPV
Long memory, FIGARCH, DCC, conditional volatility, conditional correlation
higher-order; bivariate; international diversification; EGARCH; VARMA
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