Predictable risk and returns in emerging markets

CR Harvey - The review of financial studies, 1995 - academic.oup.com
The emergence of new equity markets in Europe, Latin America, Asia, the Mideast and
Africa provides a new menu of opportunities for investors. These markets exhibit high …

[图书][B] Neoliberalism: The key concepts

M Eagleton-Pierce - 2016 - taylorfrancis.com
Neoliberalism: The Key Concepts provides a critical guide to a vocabulary that has become
globally dominant over the past forty years. The language of neoliberalism both constructs …

International portfolio diversification: US and Central European equity markets

CG Gilmore, GM McManus - Emerging Markets Review, 2002 - Elsevier
This paper examines the short-and long-term relationships between the US stock market
and three Central European markets. Low short-term correlations between these markets …

Long‐run diversification potential in emerging stock markets

RA DeFusco, JM Geppert, GP Tsetsekos - Financial Review, 1996 - Wiley Online Library
In this paper we use cointegration tests to examine the long‐run diversification potential of
13 emerging capital markets. The Johansen [18] and Johansen and Juselius [19] …

Industry risk and market integration

F Carrieri, V Errunza, S Sarkissian - Management science, 2004 - pubsonline.informs.org
Traditionally, integration has been studied at the country level. With increasing economic
integration, industrial reorganization, and blurring of national boundaries (eg, European …

Country and industry factors in returns: evidence from emerging markets' stocks

AP Serra - Emerging Markets Review, 2000 - Elsevier
This study examines the influence of country and industry factors on the cross-sectional
variance and correlation structure of returns. I use new data on emerging markets' stocks …

Time varying international financial integration for GCC stock markets

AR Alotaibi, AV Mishra - The Quarterly Review of Economics and Finance, 2017 - Elsevier
This paper develops international financial integration index for GCC stock markets by
employing an international asset pricing model of time-varying market integration and DCC …

International financial integration in Asian bond markets

XV Vo - Research in International Business and Finance, 2009 - Elsevier
With the development of international financial market, the degree of international financial
integration increased significantly during the late 1980s and 1990s. A key factor underlying …

The stability of long‐run relationships: A study on Asian emerging and developed stock markets (Japan and US)

M Batareddy, AK Gopalaswamy… - International Journal of …, 2012 - emerald.com
Purpose–The purpose of this paper is to investigate the stability of the long‐run relationships
between emerging (India, China, South Korea, and Taiwan) and developed stock markets …

Emerging markets: when are they worth it?

CM Conover, GR Jensen… - Financial Analysts Journal, 2002 - Taylor & Francis
Using 24 years of data, we show that emerging market equities are a worthy addition to a US
investor's portfolio of developed market equities. Specifically, portfolio returns increased by …