Effectiveness of portfolio diversification and the dynamic relationship betweenstock and currency markets in the emerging Eastern European and Russian markets
Year of publication: |
2014
|
---|---|
Authors: | Lee, Yen-Hsien ; Fang, Hao ; Su, Wei-fan |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 64.2014, 4, p. 296-311
|
Subject: | Emerging Eastern Europe | stock and currency markets | portfolio | VaR | Devisenmarkt | Foreign exchange market | Osteuropa | Eastern Europe | Portfolio-Management | Portfolio selection | Russland | Russia | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Ungarn | Hungary |
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