Market IntegrationUnit RootCausalityCo-integration MarketIn designing portfolio diversification plays an important role and diversifying into international market is one of important ingredient in it. High integrationSocial Science Electronic Publishing
Prices, variations and technical trends for the main stock market indices. All the latest news and analysis.
Prices, variations and technical trends for the main stock market indices. All the latest news and analysis.
Cointegration of Major Stock Market Indices during the 2008 Global Financial Distress. Int.J.Econ.Financ., 3 (2): 212-222.Assidenou, K.E. (2011). Cointegration of Major Stock Market Indices during the 2008 Global Financial Distress. International Journal of Economics and Finance, 3(2), ...
The long-term return estimate for the Global Market Index (GMI) edged up in February, rising fromJanuary’s estimate— the first increase in three months. Today’s revised forecast (based on three models defined below) points to a 6.8% annualized return for the unmanaged benchmark, which hol...
First, we present and discuss the results for the connectedness and interdependence between sustainable investment indices and the chosen energy and commodity markets investment indices across different market conditions. The second section then focuses on the drivers of such connectedness. Conclusion The ...
The main German stock market index was first calculated in 1988. It includes 30 most liquid shares of the largest companies. Like many other global indices, the DAX index characterizes the state of the economy of its region. The index is calculated by Deutsche Börse AG. As of September 20...
Azmi Omar - 《Global Economic Review》 被引量: 75发表: 2008年 Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets The stock indices of five ASEAN countries, namely, Singapore, Malaysia, Indonesia, Thailand and the Philippines have experienced a structural change after ......
up trading on Wednesday with most major indices closing in negative territory, reflecting investor concerns over geopolitical tensions and economic uncertainties. Currency indices saw varied movements, with some gains noted among key currencies. Below is a summary of the market performance for the ...
up trading on Wednesday with most major indices closing in negative territory, reflecting investor concerns over geopolitical tensions and economic uncertainties. Currency indices saw varied movements, with some gains noted among key currencies. Below is a summary of the market performance for the...