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Diversification gains for a home biased trader in the emerging and frontier equity markets

Narayan, Seema; Srianathakumar, Sivagowry; Ur Rehman, Mobeen - In: Bulletin of monetary economics and banking 24 (2021) 3, pp. 385-414

Persistent link: https://www.econbiz.de/10012664859

Emerging market stock momentum returns during US economic regimes

Martirosyan, Anna; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 27-45

Persistent link: https://www.econbiz.de/10012613225

Do fundamentals drive relative valuation? : evidence from global stock market indices

Agudze, Komla; Ibhagui, Oyakhilome - In: Journal of financial management, markets and institutions 8 (2020) 2, pp. 2050002-1-2050002-42

Persistent link: https://www.econbiz.de/10012492314

Global financial crisis and emerging stock market contagion : a multivariate FIAPARCH–DCC approach

Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - In: International review of financial analysis 30 (2013), pp. 46-56

Persistent link: https://www.econbiz.de/10010460000

Global Financial Crisis and Emerging Stock Market Contagion : A Multivariate FIAPARCH-DCC Approach

Dimitriou, Dimitrios I. - 2013

This paper empirically investigates the contagion effects of the global financial crisis in a multivariate Fractionally Integrated Asymmetric Power ARCH (FIAPARCH) dynamic conditional correlation (DCC) framework during the period 1997-2012. We focus on five most important emerging equity...

Persistent link: https://www.econbiz.de/10013080540