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Published in 2018 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2018.01.010
Abstract: Abstract We investigate the potential link between momentum in currency returns and global economic risk as measured by currency return dispersion (RD). Initial tests contribute to the exchange rate puzzle by showing that a common…
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Keywords:
risk;
currency momentum;
currency;
return dispersion ... See more keywords
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Published in 2023 at "Health Equity"
DOI: 10.1089/heq.2022.0169
Abstract: Many global health challenges are characterized by the inequitable patterning of their health and economic consequences, which are etched along the lines of pre-existing inequalities in resources, power, and opportunity. These links require us to…
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Keywords:
health;
global equity;
global health;
equity ... See more keywords
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Published in 2021 at "Management Science"
DOI: 10.1287/mnsc.2020.3780
Abstract: We present empirical evidence that the innovation in global equity correlation is a viable pricing factor in international markets. We develop a stylized model to motivate why this is a reasonable ...
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Keywords:
equity correlation;
international markets;
global equity;
correlation international ... See more keywords