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Cointegration Conditional correlation Diversification Rolling windows The greater China region
Number of items: 5.

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)

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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