Is international diversification really beneficial?
L You, RT Daigler - Journal of Banking & Finance, 2010 - Elsevier
Previous research claims that low constant correlations among international stock indices
create substantial risk-reduction from diversification. We contend that only using constant …
create substantial risk-reduction from diversification. We contend that only using constant …
Twenty years of international diversification from a German perspective
W Gerke, F Mager, A Röhrs - Schmalenbach Business Review, 2005 - Springer
We examine the potential benefits of international portfolio diversification over the last two
decades from an ex-post and ex-ante German investor's perspective. We explicitly consider …
decades from an ex-post and ex-ante German investor's perspective. We explicitly consider …
Investigating international portfolio diversification opportunities for the Asian Islamic stock market investors
R Yildirim, M Masih - … of Islamic finance: Principle, practice, and …, 2018 - emerald.com
The purpose of this chapter is to analyze the possible portfolio diversification opportunities
between Asian Islamic market and other regions' Islamic markets; namely USA, Europe, and …
between Asian Islamic market and other regions' Islamic markets; namely USA, Europe, and …
Portfolio diversification benefits in southeast asian stock markets for turkish investors
S Guedira, M Ariff - Malaysian Journal of Economic Studies, 2020 - search.informit.org
This study is a pioneering attempt at investigating portfolio diversification benefits available
to the Turkish conventional and Shari'ah-compliant investors in the Southeast Asian …
to the Turkish conventional and Shari'ah-compliant investors in the Southeast Asian …
Drivers of portfolio equity flows to emerging market countries
In recent decades, international diversification has increased the portfolio investment flows
to Emerging Market Countries (EMCs). This paper examines why investors diversify in EMCs …
to Emerging Market Countries (EMCs). This paper examines why investors diversify in EMCs …
The Portfolio Diversification Benefits of Frontier Markets: An Investigation Into Regional Effects
P Andrikopoulos, J Niklewski, T Rodgers - Handbook of frontier markets, 2016 - Elsevier
This chapter explores the differences in diversification benefits attributable to individual
regional frontier markets. We estimate time-varying correlations using a DCC–MGARCH …
regional frontier markets. We estimate time-varying correlations using a DCC–MGARCH …
The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities–Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and …
R Yildirim, AMM Masih - 2014 - mpra.ub.uni-muenchen.de
The purpose of this paper is to analyze the possible portfolio diversification opportunities
between Asian Islamic Market and other regions‟ Islamic Markets; namely USA, Europe …
between Asian Islamic Market and other regions‟ Islamic Markets; namely USA, Europe …
[BOOK][B] Financial and Economic Integration-a European Or Global Phenomenon
EB Do Couto - 2002 - search.proquest.com
This research examines European financial and economic integration to see whether this is
part of or additional to a global phenomenon. It expands previous research by examining …
part of or additional to a global phenomenon. It expands previous research by examining …
Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
B Ilhan, M Masih - 2014 - mpra.ub.uni-muenchen.de
The economic process that Euro Zone countries have gone through created contradictory
claims about whether those particular financial markets have converged, which has …
claims about whether those particular financial markets have converged, which has …
[PDF][PDF] Management of Islamic Finance: Principle, Practice, and Performance
R Yildirim, M Masih - 2019 - academia.edu
The purpose of this chapter is to analyze the possible portfolio diversification opportunities
between Asian Islamic market and other regions' Islamic markets; namely USA, Europe, and …
between Asian Islamic market and other regions' Islamic markets; namely USA, Europe, and …