[HTML][HTML] The cross section of country equity returns: A review of empirical literature

A Zaremba - Journal of Risk and Financial Management, 2019 - mdpi.com
The last three decades brought mounting evidence regarding the cross-sectional
predictability of country equity returns. The studies not only documented country-level …

And the winner is… a comparison of valuation measures for equity country allocation

A Zaremba, JJ Szczygielski - Journal of Portfolio Management, 2019 - search.proquest.com
The authors evaluate and compare the usefulness of various valuation ratios for equity
country allocation. To this end, the performance of 73 national equity indexes is investigated …

Panel data approach to identify factors correlated with equity market risk premiums in developed and emerging markets

M Ariff, VB Marisetty - Quantitative Finance, 2012 - Taylor & Francis
Traditional time series or cross-sectional regression procedures yield mixed evidence on
maintained hypotheses about the determinants of international equity returns. This paper re …

Sovereign spreads and emerging market equity returns

B Gendreau, L Heckman - Journal of Portfolio Management, 2003 - search.proquest.com
Investors in emerging markets often rely on sovereign yield spreads as indicators of country-
specific risk. Because sovereign obligations such as Brady bonds or global bonds are not …

[CITATION][C] Empirical asset pricing via machine learning: The global edition

N Cakici, A Zaremba - Available at SSRN 4028525, 2022

Predicting Country Equity Returns: Data, Methods, and Empirical Evidence

T Miziołek, E Feder-Sempach, A Zaremba… - … Equity Exchange-Traded …, 2020 - Springer
This chapter aims to provide a comprehensive review of the current literature on the cross-
section of country equity returns. It focuses on three particular aspects of the asset pricing …

Interest Rates and Country Allocation Strategies

L Heckman, B Gendreau - Global Equity Selection Strategies, 2014 - taylorfrancis.com
Global and international portfolio managers often take interest rates into consideration in
deciding upon country allocations. This chapter focuses on the usefulness of interest rates in …

[CITATION][C] Value, Size and Momentum on Equity Indices: A Likely Example of Selection Bias

A Evans, C Schmitz - Winton Capital Management, 2015

[CITATION][C] 167 Interest Rates and Country Allocation Strategies

L Heckman, B Gendreau - Global Equity Selection Strategies - Routledge