Spillovers and diversification potential of bank equity returns from developed and emerging America
Jose Arreola Hernandez, Sang Hoon Kang, Syed Jawad Hussain Shahzad, Seong-Min Yoon
| Year of publication: |
2020
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|---|---|
| Authors: | Hernandez, Jose Arreola ; Kang, Sang Hoon ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-min |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-22
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| Subject: | Americas | Banking sector | Network | Portfolio optimization and diversification | Spillover index | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Diversifikation | Diversification | Bank | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101219 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012663713