Reference health
International Diversification Benefits with Foreign Exchange Investment Styles
53/53 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
17 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 53 checked references that resolve
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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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Parallels Between the Cross-Sectional Predictability of Stock and Country Returns
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Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1111/0022-1082.00120
The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights
resolves10.1093/rfs/hhs104
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
resolves10.1111/j.1540-6261.1997.tb02745.x
International Asset Pricing and Portfolio Diversification with Time‐Varying Risk
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?
resolves10.1111/0022-1082.00182
Can the Gains from International Diversification Be Achieved without Trading Abroad?
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.2307/2330771
A Performance Interpretation of Multivariate Tests of Asset Set Intersection, Spanning, and Mean-Variance Efficiency
resolves10.1016/j.jinteco.2012.03.001
The carry trade and fundamentals: Nothing to fear but FEER itself
resolves10.1257/aer.97.1.89
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
resolves10.1257/jel.45.4.936
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1017/s0022109000003367
Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
The 17 references without a DOI — listed, not checked
no DOI — not checkedForeign Exchange and Derivative Market Activitiy in
no DOI — not checkedref20
no DOI — not checkedTesting for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
no DOI — not checkedEvidence of Carry Trade Activity
no DOI — not checkedEmerging Market Currency Excess Returns
no DOI — not checkedInternationally Diversified Portfolios: Welfare Gains and Capital Flows
no DOI — not checkedRisk in Carry Trades: A Look at Target Currencies in Asia and the Pacific
no DOI — not checkedref41
no DOI — not checkedref47
no DOI — not checkedTests of Mean-Variance Spanning
no DOI — not checkedDo Professional Currency Managers Beat the Benchmark?
no DOI — not checkedWorking Paper shows cumulative returns for three FX styles: The carry trade, FX momentum, and FX value. The returns are reported before and after adjusting for transaction costs due to portfolio re-balancing using bid-ask spreads
no DOI — not checkedref66
no DOI — not checkedOption-based Gauges of FX Style Risk The table shows the (ex ante) model free implied volatility, skewness, and kurtosis of the G10 currencies weighted by the portfolio positions of three FX styles. The model free implied moments for each of the G10 currencies are calculated using option prices as proposed by
no DOI — not checkedref68
no DOI — not checkedref69
no DOI — not checkedref70
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