Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124217962> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W3124217962 endingPage "121" @default.
- W3124217962 startingPage "121" @default.
- W3124217962 abstract "This paper aims to demonstrate to what extent Australian stock market is correlated with those of 18 frontier markets of five different regions. We also investigate the long-run relationship between these markets. Empirical results of AGDCC GARCH model reveal that the correlations of Australian stock market with those of frontier markets are changing over time. Results show that Australia has weak correlations with all the frontier markets that are considered. Further, our analysis confirms that the effect of the GFC on stock markets' interdependence is limited to only few markets. The cointegration test results display that there is no evidence of long-run relationship between Australia and frontier markets. Empirical findings of our study suggest that Australian stock market is weakly correlated with those of frontier markets. Therefore, our study findings suggest that the Australian investors can diversify their portfolios into these frontier markets for gaining higher risk-adjusted returns." @default.
- W3124217962 created "2021-02-01" @default.
- W3124217962 creator A5019820840 @default.
- W3124217962 creator A5024426779 @default.
- W3124217962 creator A5090202026 @default.
- W3124217962 date "2016-01-01" @default.
- W3124217962 modified "2023-09-23" @default.
- W3124217962 title "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets" @default.
- W3124217962 doi "https://doi.org/10.1504/ijbem.2016.076597" @default.
- W3124217962 hasPublicationYear "2016" @default.
- W3124217962 type Work @default.
- W3124217962 sameAs 3124217962 @default.
- W3124217962 citedByCount "4" @default.
- W3124217962 countsByYear W31242179622016 @default.
- W3124217962 countsByYear W31242179622017 @default.
- W3124217962 countsByYear W31242179622018 @default.
- W3124217962 countsByYear W31242179622019 @default.
- W3124217962 crossrefType "journal-article" @default.
- W3124217962 hasAuthorship W3124217962A5019820840 @default.
- W3124217962 hasAuthorship W3124217962A5024426779 @default.
- W3124217962 hasAuthorship W3124217962A5090202026 @default.
- W3124217962 hasBestOaLocation W31242179622 @default.
- W3124217962 hasConcept C10138342 @default.
- W3124217962 hasConcept C106159729 @default.
- W3124217962 hasConcept C121087249 @default.
- W3124217962 hasConcept C139719470 @default.
- W3124217962 hasConcept C143910263 @default.
- W3124217962 hasConcept C145162277 @default.
- W3124217962 hasConcept C149782125 @default.
- W3124217962 hasConcept C162324750 @default.
- W3124217962 hasConcept C166957645 @default.
- W3124217962 hasConcept C17744445 @default.
- W3124217962 hasConcept C19244329 @default.
- W3124217962 hasConcept C199539241 @default.
- W3124217962 hasConcept C199728807 @default.
- W3124217962 hasConcept C204036174 @default.
- W3124217962 hasConcept C205649164 @default.
- W3124217962 hasConcept C23922673 @default.
- W3124217962 hasConcept C2778571376 @default.
- W3124217962 hasConcept C2779343474 @default.
- W3124217962 hasConcept C2780299701 @default.
- W3124217962 hasConcept C556758197 @default.
- W3124217962 hasConcept C91602232 @default.
- W3124217962 hasConceptScore W3124217962C10138342 @default.
- W3124217962 hasConceptScore W3124217962C106159729 @default.
- W3124217962 hasConceptScore W3124217962C121087249 @default.
- W3124217962 hasConceptScore W3124217962C139719470 @default.
- W3124217962 hasConceptScore W3124217962C143910263 @default.
- W3124217962 hasConceptScore W3124217962C145162277 @default.
- W3124217962 hasConceptScore W3124217962C149782125 @default.
- W3124217962 hasConceptScore W3124217962C162324750 @default.
- W3124217962 hasConceptScore W3124217962C166957645 @default.
- W3124217962 hasConceptScore W3124217962C17744445 @default.
- W3124217962 hasConceptScore W3124217962C19244329 @default.
- W3124217962 hasConceptScore W3124217962C199539241 @default.
- W3124217962 hasConceptScore W3124217962C199728807 @default.
- W3124217962 hasConceptScore W3124217962C204036174 @default.
- W3124217962 hasConceptScore W3124217962C205649164 @default.
- W3124217962 hasConceptScore W3124217962C23922673 @default.
- W3124217962 hasConceptScore W3124217962C2778571376 @default.
- W3124217962 hasConceptScore W3124217962C2779343474 @default.
- W3124217962 hasConceptScore W3124217962C2780299701 @default.
- W3124217962 hasConceptScore W3124217962C556758197 @default.
- W3124217962 hasConceptScore W3124217962C91602232 @default.
- W3124217962 hasIssue "2" @default.
- W3124217962 hasLocation W31242179621 @default.
- W3124217962 hasLocation W31242179622 @default.
- W3124217962 hasOpenAccess W3124217962 @default.
- W3124217962 hasPrimaryLocation W31242179621 @default.
- W3124217962 hasRelatedWork W1492660846 @default.
- W3124217962 hasRelatedWork W1849234621 @default.
- W3124217962 hasRelatedWork W1975973717 @default.
- W3124217962 hasRelatedWork W2052774581 @default.
- W3124217962 hasRelatedWork W2087962060 @default.
- W3124217962 hasRelatedWork W2096668861 @default.
- W3124217962 hasRelatedWork W2110056747 @default.
- W3124217962 hasRelatedWork W2128545275 @default.
- W3124217962 hasRelatedWork W2136056119 @default.
- W3124217962 hasRelatedWork W2213842033 @default.
- W3124217962 hasRelatedWork W232529455 @default.
- W3124217962 hasRelatedWork W2338331249 @default.
- W3124217962 hasRelatedWork W2580641912 @default.
- W3124217962 hasRelatedWork W2906502522 @default.
- W3124217962 hasRelatedWork W2939024520 @default.
- W3124217962 hasRelatedWork W3101647720 @default.
- W3124217962 hasRelatedWork W3125758489 @default.
- W3124217962 hasRelatedWork W3141790804 @default.
- W3124217962 hasRelatedWork W3147855440 @default.
- W3124217962 hasRelatedWork W3174233976 @default.
- W3124217962 hasVolume "8" @default.
- W3124217962 isParatext "false" @default.
- W3124217962 isRetracted "false" @default.
- W3124217962 magId "3124217962" @default.
- W3124217962 workType "article" @default.