International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia
This thesis investigates the short term and the long term cointegration relations between European and Chinese, European and Russian stock markets, with a goal to define international diversification benefits. Whereas Russia and China are considered as developing countries, Europe represents a devel...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi
2018
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-40037 |