Diversification gains for a home biased trader in the emerging and frontier equity markets
Year of publication: |
2021
|
---|---|
Authors: | Narayan, Seema ; Srianathakumar, Sivagowry ; Maheshwari, Greeni ; Ur Rehman, Mobeen |
Published in: |
Bulletin of monetary economics and banking. - Jakarta : Bank Indonesia, ISSN 2460-9196, ZDB-ID 2819944-3. - Vol. 24.2021, 3, p. 385-414
|
Subject: | DCC-GARCH | Emerging and frontier markets | European Sovereign debt crisis | Financial crisis | Schwellenländer | Emerging economies | Finanzkrise | Portfoliodiversifikation | Portfolio diversification | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Finanzmarktregulierung | Financial market regulation | Diversifikation | Diversification | Welt | World | EU-Staaten | EU countries | Finanzmarkt | Financial market | Schuldenkrise | Debt crisis | Portfolio-Management | Portfolio selection |
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