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ArticleInternational diversification with frontier markets

Dave Berger2011

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Articlegreen2011

International diversification with frontier markets

Dave Berger · Kuntara Pukthuanthong · Jing Yang

232 citations·0/0 files stored·Journal of Financial Economics

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2001Extreme Correlation of International Equity Markets 1995Time‐Varying World Market Integration 2002International Asset Allocation With Regime Shifts 1974Why Not Diversify Internationally Rather Than Domestically?2005International Stock Return Comovements 2009International comovement of stock market returns: A wavelet analysis 2009Global market integration: An alternative measure and its application☆

Cited by

2022A bibliometric review of financial market integration literature 2012The cross-section of stock returns in frontier emerging markets 2012The Co‐movement Dynamics of European Frontier Stock Markets 2016Herding in frontier markets: Evidence from African stock exchanges 2017Can stock market investors hedge energy risk? Evidence from Asia 2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature

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Year2011

Typearticle

Published2011-02-10

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations232

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jfineco.2011.02.009

openalex_workW2162886930

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2013Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets