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Test of capital market integration using Fama-French three-factor model : empirical evidence from India

Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127

Persistent link: https://www.econbiz.de/10012303099

Essays on financial systems in Latin America

Wong-Davila, Jose Carlos - 2005

Persistent link: https://www.econbiz.de/10003082387

Long memory linkages amongst Latin American stock markets : a fractional cointegration approach

Vides, José Carlos - In: Spanish journal of finance & accounting : the official … 51 (2022) 1, pp. 77-101

Persistent link: https://www.econbiz.de/10012820972

Cross-market dynamics and optimal portfolio strategies in Latin American equity markets

Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: European business review : EBR ; the official journal … 27 (2015) 2, pp. 161-181

Persistent link: https://www.econbiz.de/10011299632

The risk-return trade-off of investing in Latin American emerging stock markets

Vedd, Rishma; Lazarony, Paul - In: Accounting & taxation : AT 6 (2014) 1, pp. 93-104

Persistent link: https://www.econbiz.de/10010360944

Empirical tests of the Dogs of the Dow strategy in Latin American stock markets

Silva, André L. C. da - In: International review of financial analysis 10 (2001) 2, pp. 187-199

Persistent link: https://www.econbiz.de/10001603142

Portfolio analysis of South American stock markets

Shachmurove, Yochanan - In: Applied financial economics 8 (1998) 3, pp. 315-327

Persistent link: https://www.econbiz.de/10001244162

Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19

This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets (USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of the Chinese stock market of 2015. Regarding return...

Persistent link: https://www.econbiz.de/10012309325

Nutzung Kollektiver Intelligenz am Kapitalmarkt : Entwicklung eines alternativen Informations- und Entscheidungsmodells für das Asset Management

Öynhausen, Hauke Christian - 2015 - 1. Auflage

Persistent link: https://www.econbiz.de/10011416538

Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets

Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791

Persistent link: https://www.econbiz.de/10009708799

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