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International portfolio diversification: US and Central European equity markets · Study

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ArticleInternational portfolio diversification: US and Central European equity markets

Claire G. Gilmore2002

Article2002

International portfolio diversification: US and Central European equity markets

Claire G. Gilmore · Ginette M. McManus

267 citations·0/0 files stored·Emerging Markets Review

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 267 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root

Cited by

2004International equity market integration: Theory, evidence and implications 2004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes 2005Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?2013Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets 2021Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets 2007Interdependence between Eastern and Western European stock markets: Evidence from intraday data 2007Testing stock market linkages for Poland and Hungary: A multivariate GARCH approach 2010Stock market integration and volatility spillover: India and its major Asian counterparts

Details

Year2002

Typearticle

Published2002-03-01

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations267

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/s1566-0141(01)00031-0

openalex_workW1601658701

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