Dynamic co-movements and diversification benefits : the case of the Greater China region, the UK and the US equity markets

Francesco Guidi, Christos S. Savva, Mehmet Ugur

Year of publication:	June 2016
Authors:	Guidi, Francesco ; Savva, Christos S. ; Uğur, Mehmet
Published in:	Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 35.2016, p. 59-78
Subject:	The greater China region \| Cointegration \| Rolling windows \| Conditional correlation \| Diversification \| China \| Aktienmarkt \| Stock market \| Diversifikation \| Hongkong \| Hong Kong \| Korrelation \| Correlation \| Kointegration \| Portfolio-Management \| Portfolio selection \| Taiwan \| USA \| United States \| Marktintegration \| Market integration

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011719961

A service of the