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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16
Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the … individual portfolios and later compared to the hypothetical common equity index. The results show diversification benefits …35, FTSE MIB, and FTSE100. In contrast, DAX, MDAX, and CAC40 on average tend to be less diversified. The diversification …
Persistent link: https://www.econbiz.de/10013277308
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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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International evidence on market linkages after the 2008 stock market crash
Meriç, Gülser; Lentz, Christine; Schmeltz, Wayne; … - In: The international journal of business and finance … 6 (2012) 4, pp. 45-57
Persistent link: https://www.econbiz.de/10009633850
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Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets. Recently published scientific studies dealing with this...
Persistent link: https://www.econbiz.de/10012939609
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Dynamic causality between stock return and exchange rate : is stock-oriented hypothesis more relevant in Malaysia?
Lau, Wee-Yeap; Go, You-How - In: Asia-Pacific financial markets 25 (2018) 2, pp. 137-157
Persistent link: https://www.econbiz.de/10012033002
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Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Journal of economics and finance 42 (2018) 2, pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
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Through the lens of Recession 2.0 : diversification dynamics between the leading Asian stock markets
Manu K. S.; Nayak, Surekha; Kalra, Rameesha - In: Vision : the journal of business perspective 26 (2022) 2, pp. 181-192
Persistent link: https://www.econbiz.de/10013256812
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Financial integration and diversification benefits : China and ASEAN4 countries
Nguyen, Tung Dao; Elisabeta, Pana - In: Managerial finance 42 (2016) 5, pp. 496-514
Persistent link: https://www.econbiz.de/10011570296
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Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.; Bouri, E.; Tiwari, Aviral Kumar; … - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
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Diversification benefits of risk portfolio models : a case of Taiwan's stock market
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Yang, Jian-Hong - In: Review of quantitative finance and accounting 48 (2017) 2, pp. 467-502
Persistent link: https://www.econbiz.de/10011796645