Logo image
The intertemporal risk-return relationship: Evidence from international markets
Journal article   Peer reviewed

The intertemporal risk-return relationship: Evidence from international markets

Thomas C. Chiang, Huimin Li and Dazhi Zheng
Journal of international financial markets, institutions & money, v 39, pp 156-180
Nov 2015

Abstract

Bivariate GARCH models Downside risk International stock markets Intertemporal capital asset pricing Risk-return tradeoff
•Risk-return relationship is studied for 7 advanced and 7 emerging markets.•Covariance between industry and market excess returns is used to measure risk.•The evidence finds a positive risk-return relationship for majority of countries.•The positive risk-return relationship is more pronounced in the tranquil period. This paper examines the intertemporal capital asset pricing (Merton, 1973) for industry portfolio returns of 14 international markets. Using different multivariate GARCH models to estimate time-varying conditional covariances between industry excess returns and market excess returns by controlling for financial market volatility variables and the Fama–French–Carhart factors, we find positive evidence to support the tradeoff between industry excess return and the covariance risk for all advanced markets (except Germany), all Asian markets, and Argentina in Latin American markets. The evidence suggests that the positive risk-return relationship is more pronounced during the tranquil period.

Metrics

17 Record Views
10 citations in Scopus

Details

UN Sustainable Development Goals (SDGs)

This publication has contributed to the advancement of the following goals:

#8 Decent Work and Economic Growth

InCites Highlights

Data related to this publication, from InCites Benchmarking & Analytics tool:

Collaboration types
Domestic collaboration
Web of Science research areas
Business, Finance
Economics
Logo image