Evidence from Developed Markets
Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
... five developed financial markets (the US, the UK, Japan, Canada and Australia) 4 , we trace the year-to-year dynamic of required portfolio sizes between 1975 and ...
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Nonlinearities in the CAPM: evidence from developed and emerging markets
... the developed markets than for the emerging markets in all ...the developed markets, as evidenced in Tables 2 and ...emerging markets is higher than that in the developed ...
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Time-Varying Currency Betas: Evidence from Developed and Emerging Markets
... observed from the computed currency premium and the total ...emerging markets including Taiwan, Korea and Thailand, the currency premium occupies a much larger fraction of the total premium, with an average ...
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Time varying volatility indexes and their determinants: Evidence from developed and emerging stock markets
... European markets as a whole were extremely volatile and significantly ...both markets outperformed substantially and were among the most volatile developed markets during this period in our ...
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CONTAGION AND SPILLOVER EFFECT FROM DEVELOPED STOCK MARKETS TO THE EAST AFRICAN SECURITIES MARKETS
... securities markets. It models volatility effects between developed stock markets and volatility of the East African securities markets during the global financial downturn of ...stock ...
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Volatility Spillover from the Fear Index to Developed and Emerging Markets
... noticeable evidence that the fear index has higher time-varying linkages in second moments of volatilities with the developed and emerging markets over the sample ...emerging markets are ...
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Adaptive Markets Hypothesis - Evidence from Asia-Pacific Financial Markets
... emerging markets of Malaysia, Thailand and Taiwan but had less explanatory power in the more developed markets of Hong Kong and ...emerging markets to take account of low trading and ...
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Volatility Transfer from Developed Countries to Emerging Markets: Evidence from Nigeria
... liquid markets tend to be subject to contagion (Kodres & Pritsker, 1998; Calvo ...financial markets transmit shocks across countries when the markets become concerned about the future prospects of ...
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Energy Consumption and Economic Growth: Evidence from Developed and Emerging Markets
... data from Emerging Markets and Developed countries over the period ...both Developed and Emerging Market ...of Developed Market ...
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The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets
... 1. Introduction The volatility – trading volume relationship has been the subject of a considerable amount of research over the past 30 years. Volatility is one of the key variables in finance, as it is often used as a ...
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Intellectual capital and firm performance: evidence from developed, emerging and frontier markets of the world
... & Fixed-Effect) as well dynamic panel data estimator such as system GMM. All diagnostic tests such as unit root, heteroscedasticity and autocorrelation are performed in STATA. 3.6 Chapter Summary This chapter presents ...
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Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data
... between developed and emerging European stock markets, we observe the comovement of returns between the three Central and Eastern European stock markets and the French index CAC that we take as a ...
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Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia
... Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia. Abdul Majid, Muhamed Zulkhibri[r] ...
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Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia
... 5. Estimation Results As indicated earlier, we use monthly term spread, indicator of real economic activity and prices in order to determine the relative relationship between these variables. The final end game is to ...
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Determinants of FDI: Evidence from Developed & Developing Countries
... Well-functioning markets are associated with good institutional quality; poor quality increases the cost of doing business thus it constitutes a threat to ...
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Interactively developed capabilities: evidence from dyadic servitization relationships
... when markets lie outside a manufacturer’s core area of expertise and knowledge (Day, 2014), but firms must recognise that the interactivity involved is a processual, time-laden ...
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Migration and Housing Markets - Evidence from Sweden
... Boatlift from Cuba, and thus it is possible that impacts were different from more gradual migration ...resulting from the natural experiment of Syrian refugees coming to ...less developed ...
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Essays on acquisition investments from emerging to developed markets
... non-developed markets might also need to account for the high levels of risk in their strategic cross-border ...advanced markets, resource-driven acquirers from non-developed ...
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The Emerging Markets The Evolving View From a Developed Perspective
... Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure equity market performance in the global emerging ...Frontier Markets Index is a free float-adjusted ...
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How does Multinational Enterprises from developed markets succeed in emerging markets?
... foreign markets through joint ventures and acquisitions could in the worst case scenario have ended in turf wars, and therefore it was necessary for Telenor to create a common brand that the whole group could ...
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