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D-Index & Metrics

Economics and Finance

D-Index
44
Citations
18771
World Ranking
1793
National Ranking
49

Overview

Bruno H. Solnik is affiliated with the Hong Kong University of Science and Technology in China. Their research primarily falls within the broad field of Economics, Econometrics and Finance, with a specific focus on Finance, General Economics, Econometrics and Finance, and Economics and Econometrics.

The scientist's work addresses several key topics, including:

  • Monetary Policy and Economic Impact
  • Global Financial Crisis and Policies
  • Market Dynamics and Volatility
  • Banking Stability, Regulation, Efficiency
  • Financial Risk and Volatility Modeling

Bruno H. Solnik has contributed to academic literature through several research papers. Notable recent publications include:

  • "Emerging Markets Are Catching Up: Economic or Financial Integration?" (2020), published in the Journal of Financial and Quantitative Analysis
  • "Drivers of Economic and Financial Integration: A Machine Learning Approach" (2021), published in the Journal of Empirical Finance
  • "Emerging Markets Are Catching Up: Economic or Financial Integration? - CORRIGENDUM" (2020), published in the Journal of Financial and Quantitative Analysis
  • "Drivers of Economic and Financial Integration: A Machine Learning Approach" (2020), published in SSRN Electronic Journal

The frequent publication venues for their research are the Journal of Financial and Quantitative Analysis, Journal of Empirical Finance, and SSRN Electronic Journal.

Collaborations have been an aspect of Bruno H. Solnik's research activity, with regular coauthors including Lilian Ng and Amir Akbari among others such as Kenneth Cholerton and Pierre Pieraerts.

Best Publications

  • Extreme Correlation of International Equity Markets

    François Longin;Bruno Solnik

  • Is the correlation in international equity returns constant: 1960–1990?

    François Longin;Bruno Solnik

  • An equilibrium model of the international capital market

    Bruno H Solnik

  • Why Not Diversify Internationally Rather Than Domestically

    Bruno H. Solnik

  • The World Price of Foreign Exchange Risk

    Bernard Dumas;Bruno Solnik

  • International Market Correlation and Volatility

    Bruno H. Solnik;Cyril Boucrelle;Yann Le Fur

  • THE INTERNATIONAL PRICING OF RISK: AN EMPIRICAL INVESTIGATION OF THE WORLD CAPITAL MARKET STRUCTURE

    Michael Adler;B. H. Solnik

  • Using Financial Prices to Test Exchange Rate Models: A Note

    Bruno Solnik

  • International Arbitrage Pricing Theory

    Bruno Solnik

  • The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure

    Unknown

  • The Relation between Stock Prices and Inflationary Expectations: The International Evidence

    Bruno Solnik

  • Multinationals are Poor Tools for Diversification

    Bertrand Jacquillat;Bruno Solnik

  • On the Term Structure of Default Premia in the Swap and LIBOR Markets

    Pierre Collin-Dufresne;Bruno Solnik

  • Lessons for International Asset Allocation

    Patrick Odier;Bruno Solnik

  • Day-of-the-week effect on the Paris Bourse

    Bruno Solnik;Laurence Bousquet

  • Extreme Correlation of International Equity Markets

    Francois M. Longin;Bruno Solnik;Bruno Solnik

  • The performance of international asset allocation strategies using conditioning information

    Bruno H. Solnik

  • TESTING INTERNATIONAL ASSET PRICING: SOME PESSIMISTIC VIEWS

    Bruno H. Solnik

  • NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES

    Bruno H. Solnik

  • Dispersion as Cross-Sectional Correlation

    Bruno H. Solnik;Jacques Roulet

  • Applying regret theory to investment choices: Currency hedging decisions

    Sébastien Michenaud;Bruno Solnik;Bruno Solnik

  • The World Price of Foreign Exchange Risk

    Bernard Dumas;Bernard Dumas;Bernard Dumas;Bruno Solnik;Bruno Solnik

  • Using Financial Prices to Test Exchange Rate Models

    Bruno H. Solnik

Frequent Co-Authors

Richard Roll
Richard Roll California Institute of Technology
Lilian K. Ng
Lilian K. Ng York University
Campbell R. Harvey
Campbell R. Harvey Duke University
Guofu Zhou
Guofu Zhou Washington University in St. Louis
Pierre Collin-Dufresne
Pierre Collin-Dufresne École Polytechnique Fédérale de Lausanne
William F. Sharpe
William F. Sharpe Stanford University
Eduardo S. Schwartz
Eduardo S. Schwartz Simon Fraser University
Kenneth R. French
Kenneth R. French Dartmouth College
Bohui Zhang
Bohui Zhang Chinese University of Hong Kong, Shenzhen

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