BRIC dynamic conditional correlations, portfolio diversification and rebalancing after the global financial crisis of 2008-2009
Maria Zakia Papanikolaou Mostafa, Stavros Stavroyiannis
| Year of publication: |
2016
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|---|---|
| Authors: | Mostafa, Maria Zakia Papanikolaou ; Stavroyiannis, Stavros |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 18.2016, 1, p. 28-40
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| Subject: | financial crisis | BRIC countries | emerging markets | t-DCC model | portfolio diversification | Finanzkrise | Financial crisis | BRICS-Staaten | BRICS countries | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Internationaler Finanzmarkt | International financial market | Korrelation | Correlation | Portfoliodiversifikation | Portfolio diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011738548