Keyword: Emerging market

Risk and return spillovers in a global model of the Foreign Exchange Network
We developed a network model to capture the dynamic interactions am...
Published: 25 August 2021
Working Paper
The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African ...
Although the general assumption is that daily and monthly returns d...
Published: 5 February 2015
Working Paper