Does simultaneous investing on different stock markets allow to diversify risk? The cointegration analysis with main focus on Warsaw Stock Exchange

This paper aims at examining the bilateral linkage between dailystock market indices, in which the leading index of WSE (WIG20) is thereference. Thus, the study is limited to pairs including WIG20 and indiceswhich are listed on the financial centers of WSE’s main foreign investors.The relationship b...

Olles dieđut

Bibliográfalaš dieđut

Váldodahkkit:	Anna Misiuk, Olga Zajkowska
Materiálatiipa:	Artigo
Giella:	Inglês
Almmustuhtton:	Wydawnictwo SGGW - Warsaw University of Life Sciences Press 2010-12-01
Ráidu:	Quantitative Methods in Economics
Fáttát:	market stock exchange; stock exchange indices; WIG20; cointegration theory; Granger causality; portfolio diversification
Liŋkkat:	https://qme.sggw.edu.pl/article/view/3054
Fáddágilkorat:	Lasit fáddágilkoriid Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!