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Minimum variance portfolio in ASEAN-6 stock markets diversification : a Vietnamese perspective

Tri Hoang - In: Cogent business & management 9 (2022) 1, pp. 1-23

period and a 12-month rolling correlation window. To assess the benefits of diversification, several portfolios are built … 2007 and 2021, this study aims to examine if there are any advantages to diversification in ASEAN markets for Vietnamese … pandemic (period 2). Correlations are evaluated pre and post crises using both an 86-month correlation window for the whole …

Persistent link: https://www.econbiz.de/10014429106

Dollar debt and equity returns

Braymen, Charles; Obonyo, Tirimba; Woessner, Nicholas E. - In: Applied economics letters 28 (2021) 12, pp. 1021-1025

Persistent link: https://www.econbiz.de/10012589735

Regional and global spillovers and diversification opportunities in the GCC equity sectors

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Emerging markets review 24 (2015), pp. 160-187

Persistent link: https://www.econbiz.de/10011538565

Information-driven stock return comovements across countries

Inaba, Kei-Ichiro - In: Research in international business and finance 51 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012208219

Do oil producing countries offer international diversification benefits? : evidence from GCC countries

Mimouni, Karim; Charfeddine, Lanouar; Al-Azzam, Moh'd - In: Economic modelling 57 (2016), pp. 263-280

Persistent link: https://www.econbiz.de/10011646913

Financial integration and diversification benefits : China and ASEAN4 countries

Nguyen, Tung Dao; Elisabeta, Pana - In: Managerial finance 42 (2016) 5, pp. 496-514

Persistent link: https://www.econbiz.de/10011570296

Does institutional ownership matter for international stock return comovement?

Faias, José Afonso; Ferreira, Miguel A. - In: Journal of international money and finance 78 (2017), pp. 64-83

Persistent link: https://www.econbiz.de/10011788345

The benefits of international diversification: market development, corporate governance, market cap, and structural change effects

Switzer, Lorne N.; Tahaoglu, Cagdas - In: International review of financial analysis 42 (2015), pp. 76-97

Persistent link: https://www.econbiz.de/10011573300

Contributing factors of long-term ADR holding period returns : an up-to-date analysis

Schaub, Mark; Simmons, Garland - In: Research in finance 36 (2020), pp. 145-166

Persistent link: https://www.econbiz.de/10012583860

International diversification in Brazilian equity mutual funds : understanding asset allocation to emerging and developed countries

Grossi, Janaína Cássia; Malaquias, Rodrigo Fernandes - In: Latin American business review 20 (2019) 4, pp. 295-316

Persistent link: https://www.econbiz.de/10012179268