Dan Stefek

A time-varying copula approach to oil and stock market dependence: The case of transition economies

A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆

Industrial Structure and the Comparative Behavior of International Stock Market Indices

Portfolio allocations and the emerging equity markets of Central Europe

Macroeconomic Variables and Stock Market Interactions: New Zealand Evidence

Do Industries Explain Momentum?

Another look at the role of the industrial structure of markets for international diversification strategies1We are especially grateful to Pat Casey and Virge Cavalli at Dow Jones for providing the Dow Jones World Stock Index data and for their assistance with numerous queries. We gratefully acknowledge the comments of Geert Bekaert, William Brigham, Shane Corwin, Steve Foerster, Jeff Harris, Steve Heston, Ajay Khorana, David Mayers, John Persons, René Stulz, and particularly, the referee (Geert Rouwenhorst) and editor (John Long). We also thank participants at the University of Alberta, University of Toronto and Ohio State University, the 1996 UBC Global Investment Conference (Whistler), 1996 International Finance Conference (Georgia Tech), 1996 Western Finance Association Conference, and 1996 Financial Management Association Conference for helpful suggestions. Karolyi thanks the Dice Center for Financial Economics and the Social Sciences and Humanities Research Council of Canada for financial support.1

The explanatory power of political risk in emerging markets

Country Segmentation of the International Market Using ICP-Based Consumption Patterns

Market Integration and Investment Barriers in Emerging Equity Markets

An investigation of the benefits of portfolio investment in Central and Eastern European stock markets

Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

The Limits of Financial Globalization

Time‐Varying World Market Integration

Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines

International evidence on the stock market and aggregate economic activity

The Increasing Importance of Industry Factors

Reinventing strategies for emerging markets: beyond the transnational model

Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies

The impact of the Russia-Ukraine conflict on the connectedness of financial markets

Does industrial structure explain the benefits of international diversification?

Global factors

The relative importance of common factors across the European equity markets

Emerging Markets