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Expected Returns and Volatility in 135 Countries

Claude B. Erb, Campbell R. Harvey, Tadas E. Viskanta
DOI: 10.3905/jpm.1996.409554
The Journal of Portfolio Management

Data up to Jan 2025

Published1996
Citations329
References1
Fields
EconomicsMathematicsPolitical scienceEconometricsFinancial economicsStatistics

Total Citations Per Year

Abstract

References (1)

Time-Varying World Market Integration

1995 • 598 citations

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Expected Returns and Volatility in 135 Countries (1996) – The Journal of Portfolio Management | Metascience Observatory Explorer