Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective

Journal of Multinational Financial Management

Volumn 19, Issue 2, 2009, Pages 160-177

  Gupta, R ^a   Donleavy, G D ^a  

^a CENTRAL QUEENSLAND UNIVERSITY   (Australia)

Author keywords

Asymmetric DCC GARCH models; Australian investors; Emerging market equities; International diversification; Time varying correlations

Indexed keywords

EID: 57749204563     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2008.10.001     Document Type: Article

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