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Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: Applied economics 52 (2020) 43, pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
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Exogenous Shocks, Dynamic Correlations, and Portfolio Risk Management for the Asian Emerging and Other Global Developed and Emerging Stock Markets
Dong, Xiyong; Li, Changhong; Yoon, Seong-Min - 2023
This study examines the potential influence of exogenous shocks on time-varying correlations and portfolio strategies between the Asian emerging and other global stock markets including developed and other emerging markets. Using the ARMA-cDCC-FIEGARCH model with and without exogenous shocks,...
Persistent link: https://www.econbiz.de/10014351309
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Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19 : new results for ongoing portfolio allocation
Ali, Fahad; Sensoy, Ahmet; Goodell, John W. - In: International review of economics & finance : IREF 85 (2023), pp. 744-792
Persistent link: https://www.econbiz.de/10014428692
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The impact of North Korea’s nuclear tests on Asian stock markets
Baek, Chung - In: Eurasian journal of business and economics : EJBE 14 (2021) 27, pp. 77-90
Persistent link: https://www.econbiz.de/10012608023
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Event studies on the effects of the NAFTA and Asian crisis : the case of Asia
Rim, Hong; Setaputra, Robert - In: International business and economics research journal 6 (2007) 12, pp. 63-71
Persistent link: https://www.econbiz.de/10003670420
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Essays on financial contagion and regime shifts
Li, Huimin - 2004
Persistent link: https://www.econbiz.de/10003387282
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Stock market linkage between Asia and the United States in two crises : smooth-transition correlation VAR-GARCH approach
Yoshida, Yūshi - In: The evolving role of Asia in global finance, (pp. 53-81). 2011
Persistent link: https://www.econbiz.de/10008992062
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Dynamic correlation analysis of Asian stock markets
Hwang, Jae-kwang - In: International advances in economic research : IAER ; an … 18 (2012) 2, pp. 227-237
Persistent link: https://www.econbiz.de/10009689542
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The comovement between exchange rates and stock prices in the Asian emerging markets
Lin, Chien-hsiu - In: International review of economics & finance : IREF 22 (2012) 1, pp. 161-172
Persistent link: https://www.econbiz.de/10009618686
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Association between Asian equity markets and Western markets : evidence from the indexes of equity markets
Jarrett, Jeffrey E.; Klein, Alina F.; Kyper, Eric - In: Asian Journal of Empirical Research 3 (2013) 8, pp. 972-989
return and the volatility of return for all the markets and estimate the serial correlation and co-movement of the four …
Persistent link: https://www.econbiz.de/10009788601