Similarity of emerging market returns under changing market conditions : markets in the ASEAN-4, Latin America, Middle East, and BRICs
Year of publication: |
June 2015
|
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Authors: | Lyócsa, Štefan ; Baumöhl, Eduard |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 39.2015, 2, p. 253-268
|
Subject: | Emerging stock markets | International diversification | Risk-return distances | Convergence | Volatility | Dynamic conditional correlations | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Volatilität | Kapitaleinkommen | Capital income | Lateinamerika | Latin America | Mittlerer Osten | Middle East | Brasilien | Brazil | ARCH-Modell | ARCH model | BRICS-Staaten | BRICS countries | Türkei | Turkey | Korrelation | Correlation |
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