Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Mohamed El Hédi Arouri, Amine Lahiani and Duc Khuong Nguyen
| Year of publication: |
2015
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|---|---|
| Authors: | Arouri, Mohamed ; Lahiani, Amine ; Nguyen, Duc Khuong |
| Published in: |
European business review : EBR ; the official journal of the International Management Centres, Europe. - Bingley : Emerald Group Publishing Limited, ISSN 0955-534X, ZDB-ID 1049254-9. - Vol. 27.2015, 2, p. 161-181
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| Subject: | Hedge ratios | Latin American equity markets | Portfolio designs | Shock and volatility transmission | VAR-GARCH models | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Lateinamerika | Latin America | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Hedging | ARCH-Modell | ARCH model | Schock | Shock | Preiskonvergenz | Price convergence |
| Extent: | graph. Darst. |
|---|---|
| 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/10011299632