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Financial reforms and time-varying microstructures in emerging equity markets

โœ Scribed by Thomas Lagoarde-Segot

Book ID
116615336
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
316 KB
Volume
33
Category
Article
ISSN
0378-4266

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๐Ÿ“œ SIMILAR VOLUMES

Time-varying correlations and optimal al
Time-varying correlations and optimal allocation in emerging market equities for the US investors
โœ Heung-Joo Cha; Thadavillil Jithendranathan ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 199 KB

## Abstract Low correlations between asset returns increase the portfolio diversification benefits and for US investors emerging market equities are one such class of assets. Several studies indicate that the correlations between asset returns are time varying and using unconditional estimates of c