International equity diversification between Taiwan and its major trading partners : nonparametric cointegration test
Year of publication: |
January-June 2017
|
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Authors: | Chang, Tsangyao ; Yu, Chin-Ping |
Published in: |
Economics & finance notes. - New Delhi : Research Science Press (India), ISSN 2277-9671, ZDB-ID 2723631-6. - Vol. 6.2017, 1, p. 103-113
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Subject: | International Equity Diversification | Long-Run Investment Portfolios | Trading Partners | Nonparametric Cointegration Test | Kointegration | Cointegration | Japan | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Internationaler Finanzmarkt | International financial market | China | Marktintegration | Market integration | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Taiwan | Welt | World |
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