Cross-country stock market integration and portfolio diversification opportunities evidence from developed, emerging and frontier countries
Year of publication: |
2021
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Authors: | Salahuddin, Sultan ; Kashif, Muhammad ; Ur Rehman, Mobeen |
Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 39.2021, 2, p. 445-466
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Subject: | Stock Market Integration | portfolio diversification | low correlation | VECM | Aktienmarkt | Stock market | Marktintegration | Market integration | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Schwellenländer | Emerging economies | Industrieländer | Industrialized countries | Internationaler Finanzmarkt | International financial market | Welt | World | Portfoliodiversifikation | Portfolio diversification | Finanzmarkt | Financial market | Kointegration | Cointegration | Schätzung | Estimation |
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