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Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
Phengpis, Chanwit; Swanson, Peggy - In: Review of Quantitative Finance and Accounting 36 (2011) 2, pp. 269-286
Persistent link: https://www.econbiz.de/10008925893
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Global Property Market Diversification
Gallo, John; Zhang, Ying - In: The Journal of Real Estate Finance and Economics 41 (2010) 4, pp. 458-485
Persistent link: https://www.econbiz.de/10008776570
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Market efficiency and cointegration of spot exchange rates during periods of economic turmoil : another loot at European and Asian currency crises
Phengpis, Chanwit - In: Journal of economics & business 58 (2006) 4, pp. 323-342
Persistent link: https://www.econbiz.de/10003344336
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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/10002115096
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Stability of the S&P 500 futures market efficiency conditions
Crowder, William J.; Phengpis, Chanwit - In: Applied financial economics 15 (2005) 12, pp. 855-866
Persistent link: https://www.econbiz.de/10003070704
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Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis
Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-286
Persistent link: https://www.econbiz.de/10009272498
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Portfolio diversification effects of trading blocs : the case of NAFTA
Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Journal of multinational financial management 16 (2006) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10003328761
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Long-run stock market integration and economic convergence in the European Monetary Union (EMU)
Phengpis, Chanwit - 2004
Persistent link: https://www.econbiz.de/10003550193
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US dollar and determination of the renminbi value : short-run and long-run approaches
Phengpis, Chanwit; Swanson, Peggy Eubanks; Prombutr, Wikrom - In: Journal of Asia Pacific business 16 (2015) 3, pp. 223-241
Persistent link: https://www.econbiz.de/10011348820