Sökning: "Regional diversification pattern"

Hittade 1 avhandling innehållade orden Regional diversification pattern.

1. 1. Essays in Empirical Finance: Volatility, Interdependencies, and Risk in Emerging Markets

   Författare :Anders C Johansson; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Emerging markets; Asia; China; Stock markets; Bond markets; Exchange rates; Causality; Cointegration; Multivariate GARCH; Dynamic correlation; Timescales; Wavelet analysis; Heterogeneous markets; Multivariate stochastic volatility; Markov chain Monte Carlo; Country risk; Conditional beta;

   Sammanfattning : The four essays in this thesis deal with emerging markets and their empirical characteristics. They mainly explore the relationship among different markets and the thesis cover several asset classes, including stocks, bonds, and exchange rates. LÄS MER