Which market integration measure?
Year of publication: |
December 12, 2016
|
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Authors: | Billio, Monica ; Donadelli, Michael ; Paradiso, Antonio ; Riedel, Max |
Publisher: |
Frankfurt am Main : SAFE, Sustainable Architecture for Finance in Europe |
Subject: | Equity market integration | dynamic correlation | principal components | international diversification benefits | Marktintegration | Market integration | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Welt | World | Portfolio-Investition | Foreign portfolio investment |
Extent: | 1 Online-Ressource (circa 62 Seiten) Illustrationen |
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Series: | SAFE working paper. - Frankfurt am Main : SAFE, ZDB-ID 2745463-0. - Vol. no. 159 SAFE Working Paper ; No. 159 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.2139/ssrn.2883995 [DOI] hdl:10419/148425 [Handle] |
Classification: | F15 - Economic Integration ; f44 ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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