Time-varying regional and global integration and contagion : evidence from style portfolios
Sungjun Cho, Stuart Hyde, Ngoc Nguyen
| Year of publication: |
December 2015
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|---|---|
| Authors: | Cho, Sungjun ; Hyde, Stuart ; Nguyen, Ngoc |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 42.2015, p. 109-131
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| Subject: | Financial crisis | Contagion | Comovement | Regime switching | Style investing | Finanzkrise | Portfolio-Management | Portfolio selection | Ansteckungseffekt | Contagion effect | Welt | World | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Kapitalmobilität | Capital mobility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2014.10.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573303