Financial integration and portfolio diversification : evidence from CIVETS stock markets
Kashif Saleem, Osama Al-Hares, Sheraz Ahmed
| Year of publication: |
December 2016
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|---|---|
| Authors: | Saleem, Kashif ; Al-Hares, Osama M. ; Ahmed, Sheraz |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 6.2016, 6, p. 1304-1314
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| Subject: | GARCH-BEKK | Volatility Spillovers | Contagion | CIVETS Equity Markets | Portfolio Diversification | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Portfoliodiversifikation | Portfolio diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2016.66121 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011659561