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Effects of Economic Convergence on Stock Market Returns in Major EMU Member Countries
Phengpis, Chanwit; Apilado, Vince P.; Swanson, Peggy E. - In: Review of Quantitative Finance and Accounting 23 (2004) 3, pp. 207-227
This study updates and extends existing literature by investigating the effects of economic convergence among major European Economic and Monetary Union (EMU) member countries on stock market returns in each respective nation. Main findings include: (1) long-term stability in the EMU appears to...
Persistent link: https://www.econbiz.de/10005808787
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Economic interdependence and common stochastic trends: A comparative analysis between EMU and non-EMU stock markets
Phengpis, Chanwit; Apilado, Vince P. - In: International Review of Financial Analysis 13 (2004) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10005221906
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Economic interdependence and common stochastic trends: A comparative analysis between EMU and non-EMU stock markets
Phengpis, Chanwit; Apilado, Vince P. - In: International review of financial analysis 13 (2004) 3, pp. 245-264
Persistent link: https://www.econbiz.de/10007154053
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Portfolio diversification effects of trading blocs: The case of NAFTA
Phengpis, Chanwit; Swanson, Peggy E. - In: Journal of Multinational Financial Management 16 (2006) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10005388896
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iShares and the US Market Risk Exposure
Phengpis, Chanwit; Swanson, Peggy E. - In: Journal of Business Finance & Accounting 36 (2009-09) 7-8, pp. 972-986
Previous researchers find that country iShares are directly and strongly exposed to US market risk in addition to home country market risk. This finding contradicts the fact that by design these iShares should behave as their underlying market indices behave. With monthly data and the...
Persistent link: https://www.econbiz.de/10008480011
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Increasing input information and realistically measuring potential diversification gains from international portfolio investments
Phengpis, Chanwit; Swanson, Peggy E. - In: Global Finance Journal 15 (2004) 2, pp. 197-217
Persistent link: https://www.econbiz.de/10005235271
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Determinants of Equity Style
Gallo, John G.; Phengpis, Chanwit; Swanson, Peggy E. - In: Journal of financial services research : JFSR 31 (2007) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10007724024
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iShares and the US Market Risk Exposure
Phengpis, Chanwit; Swanson, Peggy E. - In: Journal of business finance & accounting : JBFA 36 (2009) 7, pp. 972-986
Persistent link: https://www.econbiz.de/10008314761
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Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
Phengpis, Chanwit; Swanson, Peggy E. - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-287
Persistent link: https://www.econbiz.de/10008814484
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Inexperienced banks and interstate mergers
Hart, Jeffrey R.; Apilado, Vince P. - In: Journal of economics and business 54 (2002) 3, pp. 313-330
Persistent link: https://www.econbiz.de/10005943052