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A new global portfolio weighting strategy based on cointegration methods

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Structuring global property portfolios : a cointegration approach

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Global property market diversification

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The impact of government expenditure on prepayment for health services : evidence from cointegration analysis in heterogeneous panel data

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Does military spending promote social welfare? : a comparative analysis of the BRICS and G7 countries

Zhang, Ying; Liu, Xiaoxing; Xu, Jiaxin; Wang, Rui - In: Defence and peace economics 28 (2017) 6, pp. 686-702

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Does defence expenditure have a spillover effect on income inequality? : a cross-regional analysis in China

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Structuring Global Property Portfolios : A Cointegration Approach

Gallo, John G. - 2013

We create globally diversified real estate portfolios using cointegration methods over 1992-2009. Cointegration is robust to intertemporal correlation instability, identifies markets that share common factors and long-term trends, and identifies leading markets that do not respond to deviations...

Persistent link: https://www.econbiz.de/10013084878