SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The changing role of emerging and frontier markets in global portfolio diversification
16 references·2 citing·40 second hop
The changing role of emerging and frontier markets in global portfolio diversification (2019)The changing role of emerging and frontie…The Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Global financial crisis, extr…Analysis of Financial Time Series (2006)Analysis of Financial Time Se…Volatility Spillover Effects in European Equity Markets (2005)Volatility Spillover Effects …Analysis of Financial Time Series (2005)Analysis of Financial Time Se…Asymmetric correlations of equity portfolios (2002)Asymmetric correlations of eq…Long-Term Global Market Correlations (2001)Long-Term Global Market Corre…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)Volatility spillover effects …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)International Asset Pricing a…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Volatility and Links between National Stock Markets (1994)Volatility and Links between …Volatiltiy and Links Between National Stock Markets (1990)Volatiltiy and Links Between …Multivariate GARCH models: a surveyMultivariate GARCH models: a …Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits (2021)Role of emerging markets vis-…FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS (2020)FINANCIAL STABILITY AND INCOM…Time-Varying World Market Integration (1995)‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion (2005)Equity Portfolio Diversification (2008)How Sovereign Is Sovereign Credit Risk? (2011)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate GARCH models: a survey (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Betting against beta (2013)The Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Another look at measures of forecast accuracy (2006)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)International Asset Allocation With Regime Shifts (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)On the Impossibility of Informationally Efficient Markets (1980)Does financial liberalization spur growth? (2005)Trade Liberalization and Growth: New Evidence (2008)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The distribution of realized stock return volatility (2001)Asset pricing with liquidity risk (2005)Book Review: Time Series Analysis: Forecasting and Control (1977)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Econophysics review: I. Empirical facts (2011)
this work references cited by second hop

References

  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 2006Analysis of Financial Time Series2,378 cited
  • n.d.Multivariate GARCH models: a survey2,055 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,962 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 2002Asymmetric correlations of equity portfolios1,530 cited
  • 2005Analysis of Financial Time Series1,350 cited
  • 1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk812 cited
  • 2001Long-Term Global Market Correlations783 cited
  • 2014The Global Crisis and Equity Market Contagion710 cited
  • 1990Volatiltiy and Links Between National Stock Markets709 cited
  • 1994Volatility and Links between National Stock Markets679 cited
  • 2000Volatility spillover effects from Japan and the US to the Pacific–Basin670 cited
  • 2005Volatility Spillover Effects in European Equity Markets665 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

559 cited

Cited by

  • 2021Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits17 cited
  • 2020FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS8 cited