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Diversification gains for a home biased trader in the emerging and frontier equity markets

Narayan, Seema Wati - ;

We study the case of a home-biased equity trader based in Asia, Central and Eastern Europe, the Middle East and North Africa, or Latin America, who is looking at diversifying his/her investment risks internationally within his/her region and three other emerging/frontier regions. We focus on explaining the dynamic conditional correlations between equity markets from 3 January 2002 to 11 November 2016. Timevarying opportunities for diversification are found in several nations across regions. However, diversification opportunities outside a region are largely reserved for bad times, such as during the global financial crisis and the European sovereign debt crisis..


Ketersediaan

Call NumberLocationAvailable
PSB lt.2 - Karya Akhir1
Penerbit: Bulletin of Monetary Economics and Banking 2021
Edisi-
SubjekFinancial crisis
Debt crisis
Emerging and frontier markets
European sovereign
ISBN/ISSN-
Klasifikasi-
Deskripsi Fisik-
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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