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Items where Author is "Savva, Christos S."

Items where Author is "Savva, Christos S."

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Cointegration Conditional correlation Diversification equity markets integration Rolling windows The greater China region
Number of items: 6.

Cointegration

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X, Savva, Christos S. and Ugur, Mehmet ORCID logoORCID: https://orcid.org/0000-0003-3891-3641 (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

Conditional correlation

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X, Savva, Christos S. and Ugur, Mehmet ORCID logoORCID: https://orcid.org/0000-0003-3891-3641 (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

Diversification

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X, Savva, Christos S. and Ugur, Mehmet ORCID logoORCID: https://orcid.org/0000-0003-3891-3641 (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

equity markets integration

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X and Savva, Christos S. (2015) Time varying integration and diversification strategies: the case of emerging and frontier stock market. In: 9th International Conference on Computational and Financial Econometrics (CFE 2015), 12th -14th Dec, 2015, Senate House, Birkbeck University of London.

Rolling windows

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X, Savva, Christos S. and Ugur, Mehmet ORCID logoORCID: https://orcid.org/0000-0003-3891-3641 (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

The greater China region

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X, Savva, Christos S. and Ugur, Mehmet ORCID logoORCID: https://orcid.org/0000-0003-3891-3641 (2016) Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets. Journal of Multinational Financial Management, 35. pp. 59-78. ISSN 1042-444X (doi:10.1016/j.mulfin.2016.04.002)

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