The Linkage between Emerging and Developed Markets: Implication for International Portfolio Diversification
This study is a holistic attempt to examine the linkage between emerging and developed markets between January 2012 and June 2016 using iShares MSCI Emerging Markets ETF and iShares MSCI World ETF to measure emerging and developed markets respectively. Employing the Johansen, Engle-Granger, and P...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Danubius University
2017-12-01
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| Series: | Acta Universitatis Danubius: Oeconomica |
| Subjects: | |
| Online Access: | http://journals.univ-danubius.ro/index.php/oeconomica/article/view/4370/4331 |