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Benefits of international portfolio diversification
16 references·0 citing·38 second hopsampled
Benefits of international portfolio diversification (2014)Benefits of international portfolio diver…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Financial Reform and Economic Development in China (2003)Financial Reform and Economic…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Predictable Risk and Returns in Emerging Markets (1995)Predictable Risk and Returns …Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…ARCH modeling in finance (1992)ARCH modeling in financeMAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification (1976)World, Country, and Industry …Why Not Diversify Internationally Rather Than Domestically? (1974)Why Not Diversify Internation…International Diversification of Investment Portfolios (1970)International Diversification…Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)International Transmission of Stock Market Movements (1989)Is the correlation in international equity returns constant: 1960–1990? (1995)Familiarity Breeds Investment (2001)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)On the relationship between energy consumption, CO2 emissions and economic growth in Europe (2010)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Time-Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Foreign Speculators and Emerging Equity Markets (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)
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References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1992ARCH modeling in finance4,310 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,682 cited
  • 1995Predictable Risk and Returns in Emerging Markets1,141 cited
  • 1970International Diversification of Investment Portfolios1,130 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 1974Why Not Diversify Internationally Rather Than Domestically?899 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
  • 1976World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction through International Diversification

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294 cited
  • 2003Financial Reform and Economic Development in China267 cited
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