Sukumaran, Aswini; Gupta, Rakesh; Jithendranathan, Thadvilil - In: International Journal of Managerial Finance 11 (2015) January, pp. 97-116
Purpose – The purpose of this paper is to examine whether there exist significant benefits from diversification into frontier markets for an Australian investor in comparison to a US investor. Design/methodology/approach -The study uses the computationally efficient ADCC GARCH model to...
