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An analysis of South-Eastern European stock markets : evidence on cointegration and portfolio diversification benefits

Guidi, Francesco; Uğur, Mehmet - In: Journal of international financial markets, … 30 (2014), pp. 119-136

Persistent link: https://www.econbiz.de/10011293049

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

Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets

Gupta, Rakesh; Guidi, Francesco - In: International review of financial analysis 21 (2012), pp. 10-22

Persistent link: https://www.econbiz.de/10009633365

Dynamic co-movements and diversification benefits : the case of the Greater China region, the UK and the US equity markets

Guidi, Francesco; Savva, Christos S.; Uğur, Mehmet - In: Journal of multinational financial management 35 (2016), pp. 59-78

Persistent link: https://www.econbiz.de/10011719961

Cointegration and Conditional Correlations Among German and Eastern Europe Equity Markets

Guidi, Francesco; Gupta, Rakesh - 2023

This paper aims to examine the long term relationship between German and three Central and Eastern Europe (CEE) equity markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship among these markets while the Gregory-Hansen...

Persistent link: https://www.econbiz.de/10014353334