Return dispersion risk in FX and global equity markets: Does it explain currency momentum?
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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… read more here.
Keywords: risk; currency momentum; currency; return dispersion ... See more keywords
Global Health Equity Requires Global Equity
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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… read more here.
Keywords: health; global equity; global health; equity ... See more keywords
Global Equity Correlation in International Markets
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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 ... read more here.
Keywords: equity correlation; international markets; global equity; correlation international ... See more keywords