Does inter-region portfolio diversification pay more than the international diversification?
Nasir Ahmad, Mobeen Ur Rehman, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2022
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|---|---|
| Authors: | Ahmad, Nasir ; Ur Rehman, Mobeen ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 83.2022, p. 26-35
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| Subject: | Cointegration | FMOLS | Granger causality | VECM | Kointegration | Kausalanalyse | Causality analysis | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013258505