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Volumn 3, Issue 2, 1997, Pages 142-153

Diversification benefits in the smaller European stock markets

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Indexed keywords


EID: 0040084491     PISSN: 10830898     EISSN: 1573966X     Source Type: Journal    
DOI: 10.1007/BF02294935     Document Type: Article
Times cited : (13)

References (14)
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    • Arshanapalli, B.; Doukas J. "International Stock Market Linkages: Evidence from the Pre-and Post-October 1987 Period," Journal of Banking and Finance, 17, 1993, pp. 193-208.
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    • Arshanapalli, B.1    Doukas, J.2
  • 2
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    • Long-term relationships between international share prices
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  • 3
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    • Some evidence of the interdependence of national stock markets and the gains from international portfolio diversification
    • Byers, J.; Peel, D. "Some Evidence of the Interdependence of National Stock Markets and the Gains from International Portfolio Diversification," Applied Financial Economics, 3, 1993, pp. 239-243
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    • Byers, J.1    Peel, D.2
  • 4
    • 75949096954 scopus 로고
    • Exchange controls and the behaviour of European stock market indexes
    • Department of Economics, Loughborough University, Loughborough, United Kingdom
    • Chelley-Steeley, P. L.; Pentecost, E. J.; Steeley, J. M. "Exchange Controls and the Behaviour of European Stock Market Indexes," Working Paper, Department of Economics, Loughborough University, Loughborough, United Kingdom, 95/1, 1995.
    • (1995) Working Paper , vol.95 , Issue.1
    • Chelley-Steeley, P.L.1    Pentecost, E.J.2    Steeley, J.M.3
  • 5
    • 84986409797 scopus 로고
    • Lyapunov exponents as a nonparametric diagnostic for stability analysis
    • Dechert, W. D.; Gencay, R. "Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis," Journal of Applied Econometrics, 7, 1992, pp. 41-60.
    • (1992) Journal of Applied Econometrics , vol.7 , pp. 41-60
    • Dechert, W.D.1    Gencay, R.2
  • 6
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    • Internationally diversified portfolios: Welfare gains and capital flows
    • Grubel, H. "Internationally Diversified Portfolios: Welfare Gains and Capital Flows," American Economic Review, 58, 1968, pp. 1299-1314
    • (1968) American Economic Review , vol.58 , pp. 1299-1314
    • Grubel, H.1
  • 8
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    • International diversification of investment portfolios
    • Levy, H.; Sarnat, M. "International Diversification of Investment Portfolios," American Economic Review, 60, 1970, pp. 668-675
    • (1970) American Economic Review , vol.60 , pp. 668-675
    • Levy, H.1    Sarnat, M.2
  • 9
    • 17644397920 scopus 로고    scopus 로고
    • Nonsense regressions between integrated processes of different orders
    • Marmol, F. "Nonsense Regressions Between Integrated Processes of Different Orders," Oxford Bulletin of Economics and Statistics, 58, 1996, pp. 525-535
    • (1996) Oxford Bulletin of Economics and Statistics , vol.58 , pp. 525-535
    • Marmol, F.1
  • 10
    • 0000514876 scopus 로고    scopus 로고
    • The econometrics of the 'market model': Cointegration, error correction and exogeneity
    • Mills, T. C. "The Econometrics of the 'Market Model': Cointegration, Error Correction and Exogeneity," International Journal of Finance and Economics, 1996.
    • (1996) International Journal of Finance and Economics
    • Mills, T.C.1
  • 12
    • 0000078238 scopus 로고
    • A principal components analysis of international financial integration under fixed and floating exchange rate regimes
    • Nellis, J. G. "A Principal Components Analysis of International Financial Integration Under Fixed and Floating Exchange Rate Regimes," Applied Economics, 14, 1982, pp. 339-354
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    • Nellis, J.G.1
  • 13
    • 0000923251 scopus 로고
    • Comovements in national stock market returns: Evidence of predictability, but not cointegration
    • Richards, A.J. "Comovements in National Stock Market Returns: Evidence of Predictability, but not Cointegration," Journal of Monetary Economics, 36, 1995, pp. 631-654
    • (1995) Journal of Monetary Economics , vol.36 , pp. 631-654
    • Richards, A.J.1
  • 14
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    • The international pricing of risk: An empirical investigation of the world capital market structure
    • Solnik, B. H. "The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure," Journal of Finance, 29, 1974, pp. 365-378
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    • Solnik, B.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.