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Does volatility traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj; Raju, Guntur Anjana - In: Investment management and financial innovations 17 (2020) 3, pp. 82-96
Persistent link: https://www.econbiz.de/10012405602
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An Empirical Bond Portfolio Study : Evidence from the Asian Emerging Bond Market
Wang, Jinghua - 2012
Most of the research on the benefits of diversification into emerging markets (EMs) has focused on equity markets. In this research, the focus is on investments in fixed income instruments. Specifically, the research explores the performance benefits of developed markets (DMs) combined with the...
Persistent link: https://www.econbiz.de/10013114114
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Correlations and volatility spillover from China to Asian and Latin American Countries : identifying diversification and hedging opportunities
Yadav, Miklesh Prasad; Sharma, Sudhi; Aggarwal, Vaibhav; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-21
the spillover effect from Chinese stock exchange to stock exchanges of Asia and Latin America, namely, India, Indonesia …
Persistent link: https://www.econbiz.de/10014500295
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Flight-to-quality and asymmetric volatility responses in US treasuries
Dungey, Mardi H.; McKenzie, Michael D.; Tambakis, … - In: Global finance journal 19 (2009) 3, pp. 252-267
Persistent link: https://www.econbiz.de/10003837180
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Risks, returns and opportunities in emerging markets
Alexandre, Xavier; Griette, Eric - 1998
Persistent link: https://www.econbiz.de/10000997031
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Long-run overseas portfolio diversification benefits and opportunities of Asian emerging stock markets and developed markets
Lingaraja, Kasilingam; Selvam, Murugesan; Vasanth, … - In: International journal of economics and financial issues … 5 (2015) 2, pp. 324-333
Persistent link: https://www.econbiz.de/10011453514
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Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Emerging markets review 32 (2017), pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
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Determinants of stock market co-movements between Pakistan and Asian emerging economies
Aamir, Muhammad; Ali Shah, Syed Zulfiqar - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-14
This study analyzes the determinants of stock market co-movement between Pakistan and Asian emerging economies for the period 2001 to 2015. Augmented Dickey and Fuller (ADF) and Philips-Perron (PP) tests are applied to check co-integration between their stock markets. Results of this study...
Persistent link: https://www.econbiz.de/10011895801
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Stress testing for Asian stock markets - an application of extreme value theory
Wang, Shen; Liu, Mei-ying; Chung, Huimin; Wu, Soushan - In: Journal of emerging markets 6 (2001) 3, pp. 16-26
Persistent link: https://www.econbiz.de/10001710745
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A test of the revised interest parity in China and Asian emerging markets
Kim, Heeho; Cho, JooEun - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 23-41
Persistent link: https://www.econbiz.de/10009503134