Impact of natural disasters on cointegration and diversification : a study of World's major stock indices
Year of publication: |
January 2017
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Authors: | Siddiqui, Taufeeque Ahmad ; Rawal, Isha |
Published in: |
The IUP journal of applied economics. - Hyderabad : IUP Publ., ISSN 0972-6861, ZDB-ID 2618784-X. - Vol. 16.2017, 1, p. 7-33
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Subject: | Anlageverhalten | Behavioural finance | Portfoliodiversifikation | Portfolio diversification | Internationaler Finanzmarkt | International financial market | Kointegration | Cointegration | Katastrophe | Disaster |
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