Did Baltic stock markets offer diversification benefits during the recent financial turmoil? : novel evidence from a nonparametric causality-in-quantiles test
Vassilios Babalos, Mehmet Balcilar, Tumisang B. Loate, Shingie Chisoro
| Year of publication: |
2018
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|---|---|
| Authors: | Babalos, Vassilios ; Balcilar, Mehmet ; Loate, Tumisang B. ; Chisoro, Shingie |
| Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 45.2018, 1, p. 29-47
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| Subject: | Baltic stock markets | Non parametric | Quantile causality | Diversification benefits | Global financial crisis | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Baltische Staaten | Baltic countries | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-016-9344-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011965787