Matches in SemOpenAlex for { <https://semopenalex.org/work/W3134043381> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W3134043381 abstract "We investigate the diversification possibilities between BRICS and G7 stock markets. Our theoretical model suggests that risk-averse investors are diversifying internationally. The findings of cointegration test with multiple structural breaks reveal that apart from China and India, the remaining BRICS equity markets can be a potential diversification destination over the long term. The full sample bootstrap Granger causality tests results imply that G7 stock markets have predictive power for most BRICS stock markets. Both the long-run and shortrun parametric stability tests suggest that the full sample parameters are unstable hence unreliable The bootstrap rolling window estimations outline the causalities between stock markets are increasing during the crisis periods and vary over different sub-samples. Overall, our causality findings suggest that the short-term diversification possibilities are extremely limited. Finally, we analyze the impact of different financial and macroeconomic determinants on the crosscountry stock market causality through a probit model. We find the difference in business conditions, excess return and size premium are the main drivers of the causality flows." @default.
- W3134043381 created "2021-03-15" @default.
- W3134043381 creator A5025903428 @default.
- W3134043381 creator A5038744898 @default.
- W3134043381 date "2019-01-01" @default.
- W3134043381 modified "2023-09-23" @default.
- W3134043381 title "International Portfolio Diversification Possibilities: Could BRICS become a Destination for G7 Invesments" @default.
- W3134043381 hasPublicationYear "2019" @default.
- W3134043381 type Work @default.
- W3134043381 sameAs 3134043381 @default.
- W3134043381 citedByCount "0" @default.
- W3134043381 crossrefType "posted-content" @default.
- W3134043381 hasAuthorship W3134043381A5025903428 @default.
- W3134043381 hasAuthorship W3134043381A5038744898 @default.
- W3134043381 hasConcept C106159729 @default.
- W3134043381 hasConcept C111472728 @default.
- W3134043381 hasConcept C121087249 @default.
- W3134043381 hasConcept C129824826 @default.
- W3134043381 hasConcept C138885662 @default.
- W3134043381 hasConcept C139719470 @default.
- W3134043381 hasConcept C144133560 @default.
- W3134043381 hasConcept C145162277 @default.
- W3134043381 hasConcept C149782125 @default.
- W3134043381 hasConcept C162324750 @default.
- W3134043381 hasConcept C162853370 @default.
- W3134043381 hasConcept C166957645 @default.
- W3134043381 hasConcept C17744445 @default.
- W3134043381 hasConcept C180916674 @default.
- W3134043381 hasConcept C199539241 @default.
- W3134043381 hasConcept C199728807 @default.
- W3134043381 hasConcept C204036174 @default.
- W3134043381 hasConcept C205649164 @default.
- W3134043381 hasConcept C2778136018 @default.
- W3134043381 hasConcept C2779343474 @default.
- W3134043381 hasConcept C2780299701 @default.
- W3134043381 hasConcept C2780821815 @default.
- W3134043381 hasConcept C556758197 @default.
- W3134043381 hasConcept C67257552 @default.
- W3134043381 hasConceptScore W3134043381C106159729 @default.
- W3134043381 hasConceptScore W3134043381C111472728 @default.
- W3134043381 hasConceptScore W3134043381C121087249 @default.
- W3134043381 hasConceptScore W3134043381C129824826 @default.
- W3134043381 hasConceptScore W3134043381C138885662 @default.
- W3134043381 hasConceptScore W3134043381C139719470 @default.
- W3134043381 hasConceptScore W3134043381C144133560 @default.
- W3134043381 hasConceptScore W3134043381C145162277 @default.
- W3134043381 hasConceptScore W3134043381C149782125 @default.
- W3134043381 hasConceptScore W3134043381C162324750 @default.
- W3134043381 hasConceptScore W3134043381C162853370 @default.
- W3134043381 hasConceptScore W3134043381C166957645 @default.
- W3134043381 hasConceptScore W3134043381C17744445 @default.
- W3134043381 hasConceptScore W3134043381C180916674 @default.
- W3134043381 hasConceptScore W3134043381C199539241 @default.
- W3134043381 hasConceptScore W3134043381C199728807 @default.
- W3134043381 hasConceptScore W3134043381C204036174 @default.
- W3134043381 hasConceptScore W3134043381C205649164 @default.
- W3134043381 hasConceptScore W3134043381C2778136018 @default.
- W3134043381 hasConceptScore W3134043381C2779343474 @default.
- W3134043381 hasConceptScore W3134043381C2780299701 @default.
- W3134043381 hasConceptScore W3134043381C2780821815 @default.
- W3134043381 hasConceptScore W3134043381C556758197 @default.
- W3134043381 hasConceptScore W3134043381C67257552 @default.
- W3134043381 hasLocation W31340433811 @default.
- W3134043381 hasOpenAccess W3134043381 @default.
- W3134043381 hasPrimaryLocation W31340433811 @default.
- W3134043381 hasRelatedWork W1598417177 @default.
- W3134043381 hasRelatedWork W2052774581 @default.
- W3134043381 hasRelatedWork W2070893993 @default.
- W3134043381 hasRelatedWork W2128545275 @default.
- W3134043381 hasRelatedWork W2150303364 @default.
- W3134043381 hasRelatedWork W2179087553 @default.
- W3134043381 hasRelatedWork W2299798569 @default.
- W3134043381 hasRelatedWork W232529455 @default.
- W3134043381 hasRelatedWork W2338331249 @default.
- W3134043381 hasRelatedWork W2515304560 @default.
- W3134043381 hasRelatedWork W2790494195 @default.
- W3134043381 hasRelatedWork W2966379142 @default.
- W3134043381 hasRelatedWork W3082037219 @default.
- W3134043381 hasRelatedWork W3088025656 @default.
- W3134043381 hasRelatedWork W3124217962 @default.
- W3134043381 hasRelatedWork W3141790804 @default.
- W3134043381 hasRelatedWork W3155256662 @default.
- W3134043381 hasRelatedWork W3165832623 @default.
- W3134043381 hasRelatedWork W3171229302 @default.
- W3134043381 hasRelatedWork W3174233976 @default.
- W3134043381 isParatext "false" @default.
- W3134043381 isRetracted "false" @default.
- W3134043381 magId "3134043381" @default.
- W3134043381 workType "article" @default.