How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons
Author:
Funder
Shanxi Scholarship Council of China
National Research Foundation of Korea
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference84 articles.
1. Volatility in Emerging Stock Markets;Aggarwal;Journal of Financial and Quantitative Analysis,1999
2. Foreign output shock in small open economies: A welfare evaluation of monetary policy regimes;Alba;Economic Modelling,2020
3. Latin American stock markets’ volatility spillovers during the financial crises: A multivariate FIAPARCH-DCC framework;Aloui;Macroeconomics and Finance in Emerging Market Economies,2011
4. World gold prices and stock returns in China: Insights for hedging and diversification strategies;Arouri;Economic Modelling,2015
5. Stock prices and the effective exchange rate of the dollar;Bahmani-Oskooee;Applied Economics,1992
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk;International Review of Financial Analysis;2024-07
2. What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023);Journal of Risk and Financial Management;2024-04-18
3. Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH;Financial Innovation;2024-03-08
4. Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks;Finance Research Letters;2024-03
5. Decision Support from Financial Disclosures with Deep Reinforcement Learning Considering Different Countries and Exchange Rates;2023 IEEE 5th Eurasia Conference on Biomedical Engineering, Healthcare and Sustainability;2023-12-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3