Interdependence of NAFTA capital markets : a minimum variance portfolio approach
Year of publication: |
2014
|
---|---|
Authors: | López Herrera, Francisco ; Santillán Salgado, Roberto Joaquín ; Ortiz, Edgar |
Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 61.2014, 6, p. 691-707
|
Subject: | NAFTA | Stock markets | International diversification | Financial integration | Optimal portfolios | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Aktienmarkt | Stock market | USMCA-Staaten | USMCA countries | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Theorie | Theory | Freihandelsabkommen | Free trade agreement |
-
Financial integration and diversification benefits : China and ASEAN4 countries
Nguyen, Tung Dao, (2016)
-
Financial integration among MINT Nations' stock market : an empirical study
Singh, Amit Kumar, (2019)
-
A study of financial integration and optimal diversification strategy in ASEAN equity markets
Hwang, Peter J., (2014)
- More ...
-
The integration of Latin American bond markets : a copula analysis approach (1999-2015)
Ortiz, Edgar, (2016)
-
Interdependence of NAFTA Capital Markets : A Minimum Variance Portfolio Approach
López Herrera, Francisco, (2015)
-
Dynamic multibeta macroeconomic asset pricing model at NAFTA stock markets
López Herrera, Francisco, (2011)
- More ...