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Real effects of financial market integration : does lower home bias lead to welfare benefits?

Pungulescu, Crina - In: The European journal of finance 21 (2015) 10/12, pp. 893-911

Persistent link: https://www.econbiz.de/10011301973

Billio, Monica; Donadelli, Michael; Paradiso, Antonio; … - 2016

integration leads to declining international portfolio diversification benefits. Using monthly equity market data for three … international portfolio diversification benefits, we find that (i) all measures give rise to a very similar long-run integration … pattern; (ii) the standard correlation explains variations in diversification benefits as well or better than more …

Persistent link: https://www.econbiz.de/10011572769

Foreign and domestic investment in global bond markets

Park, Donghyun; Taniguchi, Kiyoshi; Tian, Shu - 2018

Gauging foreign (domestic) biases as the deviation of foreign (domestic) investors' actual portfolio allocation of a bond market from the same bond market's weight in global bond market, we investigate the determinants of foreign and domestic investment biases in 41 global bond markets. We find...

Persistent link: https://www.econbiz.de/10011791937

Financial integration and the correlation between international debt and equity flows

Shen, Hewei - In: Journal of international money and finance 122 (2022), pp. 1-31

Persistent link: https://www.econbiz.de/10013433537

International financial integration of East Asia and Pacific

Didier, Tatiana; Llovet, Ruth; Schmukler, Sergio L. - In: Journal of the Japanese and international economies : … 44 (2017), pp. 52-66

Persistent link: https://www.econbiz.de/10011911774

A global look into stock market comovements

Inaba, Kei-Ichiro - In: Review of world economics 156 (2020) 3, pp. 517-555

Persistent link: https://www.econbiz.de/10012433063

Global stock return comovements : trends and determinants

Inaba, Kei-Ichiro - 2018

Persistent link: https://www.econbiz.de/10012180349

Which market integration measure?

Billio, Monica; Donadelli, Michael; Paradiso, Antonio; … - In: Journal of banking & finance 76 (2017), pp. 150-174

Persistent link: https://www.econbiz.de/10011814299

Frontier and emerging markets : a perspective from portfolio flows and financial integration

Abidi, Nordine - In: Journal of banking and financial economics 1 (2019) 11, pp. 19-45

This paper investigates to what extent low-income developing countries (LIDCs) characterized as frontier markets (FMs) have begun to be subject to capital flows dynamics typically associated with emerging markets (EMs). Using a sample of developing countries covering the period 2000-14, we show...

Persistent link: https://www.econbiz.de/10012115095

Modern portfolio theory with sharia : a comparative analysis

Sandwick, John A.; Collazzo, Pablo - In: The journal of asset management : a major new, … 22 (2021) 1, pp. 30-42

Persistent link: https://www.econbiz.de/10012487583