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Galin K. Todorov
Pág. 639 - 661
I use Principal Component Analysis to create an index of portfolio diversification- a quantifiable measure of diversification opportunities offered to US investors by financial markets abroad. The index is estimated for three market clusters: devel...
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Muhammad Afaq Haider,Muhammad Asif Khan,Shamila Saddique,Shujahat Haider Hashmi
Pág. 460 - 468
The research is aimed at investigating the impact of stock market performance and inflation on foreign portfolio investment (FPI) in China. For this purpose, time series quarterly data from 2007Q1 to 2015Q4 is used. On the basis of stationarity results, ...
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Massimo Mariani,Paola Amoruso
Pág. 1760 - 1767
The rapid growth of catastrophe bonds in financial markets is due to increasing environmental disasters and consequent economic losses, barely covered by insurance and reinsurance companies. These securities represent an effective solution, allowing the ...
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Gail Ncube, Kapingura Forget Mingiri
African stock markets are deemed to be small, segmented and illiquid. Given this back ground, the study utilises monthly data for the period 2000-2008, employing the Johansen and Julius cointegration method to determine the long-run relationship between ...
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Rafiq Bhuyan,James L. Kuhle,Talla Mohammed Al-Deehani,Munir Mahmood
Pág. 922 - 928
Using recent data (2002-2012) from the US financial markets, we study the magnitude and benefits of Real Estate Investment Trust (REIT) and common stock in portfolio diversification. In particular, we examine the effects of risk-reduction benefits throug...
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