Reference health
Changes in country cross-correlations
48/48 checkable references clean · checked 2026-08-27
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.
16 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 48 checked references that resolve
resolves10.1111/j.1475-679X.2004.00157.x
Accounting Choice, Home Bias, and U.S. Investment in Non‐U.S. Firms
resolves10.1093/jjfinec/nbl005
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
resolves10.1016/j.jeconom.2005.07.027
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
resolves10.1093/rfs/hhs104
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
resolves10.1111/j.1475-679X.2007.00226.x
Home Bias, Foreign Mutual Fund Holdings, and the Voluntary Adoption of International Accounting Standards
resolves10.1111/j.1540-6261.1997.tb02745.x
International Asset Pricing and Portfolio Diversification with Time‐Varying Risk
resolves10.1016/B978-044450896-6.50010-8
Modelling Dependence with Copulas and Applications to Risk Management
resolves10.1061/(ASCE)1084-0699(2007)12:4(347)
Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
resolves10.1111/j.1467-9469.2006.00470.x
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation
resolves10.1093/rof/rfn002
Short-Run Pain, Long-Run Gain: Financial Liberalization and Stock Market Cycles
resolves10.1016/0261-5606(94)00001-H
Is the correlation in international equity returns constant: 1960–1990?
resolves10.1080/07474938.2011.608042
A Survey on Time-Varying Copulas: Specification, Simulations, and Application
resolves10.1093/rfs/hhg058
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
resolves10.2307/2109855
Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection
The 16 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedref15
no DOI — not checkedInvestor diversification and international equity markets
no DOI — not checkedGoodness-of-fit tests for copulas: a review and a power study
no DOI — not checkedLong-term global market correlations
no DOI — not checkedInternational diversified portfolios: welfare gains and capital flows
no DOI — not checkedref40
no DOI — not checkedFamiliarity breeds investment
no DOI — not checkedMultivariate Models and Dependence Concepts
no DOI — not checkedref43
no DOI — not checkedAre financial assets priced locally or globally? in: Handbook of the Economics of Finance
no DOI — not checkedThe WMKT price of home bias
no DOI — not checkedAre the gains from foreign diversification diminishing? Assessing the impact with cross-listed stocks
no DOI — not checkedNew evidence of asymmetric dependence structure in international equity markets
no DOI — not checkedGoodness-of-Fit tests for copulas of multivariate time series
no DOI — not checkedThe home bias puzzle in equity portfolios
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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