315 Eppley Center
East Lansing, MI 48824-1122
Michigan State University
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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
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2623475.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
higher-order; bivariate; international diversification; EGARCH; VARMA
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: palgrave.
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