How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Xiyong Dong, Changhong Li, Seong-Min Yoon
| Year of publication: |
2021
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| Authors: | Dong, Xiyong ; Li, Changhong ; Yoon, Seong-min |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-19
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| Subject: | Dynamic conditional correlation model | Hedge asset | Multi-asset portfolio | Safe haven | Small open economies | Unconditional quantile regression | Portfolio-Management | Portfolio selection | Kleine offene Volkswirtschaft | Small open economy | Theorie | Theory | Südkorea | South Korea | Singapur | Singapore | Hedging | Hongkong | Hong Kong | Schätzung | Estimation | Taiwan | Korrelation | Correlation | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101500 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013186604