This study investigates the presence of political risk premia among 298 listed companies
from 59 Russian regions over a five-year period (10/2012–09/2017). Using a regional …

This study considers the linkage of the Russian equity market to the world market, examining
the international transmission of the Russia's 1998 financial crisis utilizing the GARCH …

The purpose of this study is in three folds. First we look at the linkage between Eastern
European emerging equity markets and Russia, second we investigate the relationship …

We analyze the impact of the pro-Russian conflict on stock returns in Russia and the Ukraine
during the period November 21, 2013 to September 29, 2014. We utilize four newly created …

The financial risks and volatility in capital markets were intensified significantly similar to the
financial situation in the last quarter of 2008. Financial risks had also transmitted into a …

Since portfolio management relies on the association of portfolio diversification, analyzing
the spillover between the United States (US) and Asian-Pacific financial markets has …

Portfolio selection is one of the most concerns of any investor and the goal is to distribute the
capital in different assets in such a way that it has the highest rate of return with considering …

This work is the first to investigate simultaneously the occurrence of unconditional currency
risk pricing and equity market segmentation in Africa's major stock markets. The multi-factor …

Based on the mean-variance portfolio model and on the capital asset pricing model, we
propose the construction of multiscale optimal portfolios, for four emerging stock markets …

In this paper, we examine the scope for in ternational stock portfolio diversification, from the
viewpoint of a United States representative investor, in regard to both the Asian and the …