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The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques
Ahmad Monir Abdullah
;
Wahab, Hishamuddin Abdul
; …
- In:
Cogent business & management
17
(
2022
)
1
,
pp. 1-29
CWT result shows that the
diversification
benefits
effects will last for a holding period no longer than 64 days. Our …
Persistent link: https://www.econbiz.de/10014444809
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2
Assessing the potential for asset diversification : an analysis of Brazilian stock indexes, Bitcoin, gold, crude oil and exchange rates
Ahmad Monir Abdullah
;
Hamdy Abdullah
;
Norazlan Alias
; …
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 53-83
Persistent link: https://www.econbiz.de/10014484661
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3
The impact of volatility scaling on factor portfolio performance and factor timing
Nucera, Federico
;
Uhl, Björn
- In:
The journal of asset management : a major new, …
23
(
2022
)
6
,
pp. 522-533
Persistent link: https://www.econbiz.de/10013392128
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4
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
5
Income diversification and earnings volatility : experience of the Indian banking sector
Deb, Joyeeta
;
Sen, Gautam
- In:
Praj̄nȧn : journal of social and management sciences
44
(
2015
)
3
,
pp. 207-224
Persistent link: https://www.econbiz.de/10011444601
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