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Spillovers and diversification potential of bank equity returns from developed and emerging America
We examine the network spillovers, portfolio allocation characteristics and diversification potential of bank returns from developed and emerging America. We draw our results by applying a directional spillover index, the tail-event driven network (TENET) and nonlinear portfolio optimization methods...
में बचाया:
| में प्रकाशित: | The North American Journal of Economics and Finance |
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| मुख्य लेखकों: | , , , |
| स्वरूप: | Artigo |
| भाषा: | Inglês |
| प्रकाशित: |
Elsevier Inc.
2020
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| विषय: | |
| ऑनलाइन पहुंच: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7213009/ https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.najef.2020.101219 |
| टैग : |
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