Reflection of the Cointegration Relation among the Stock Markets on the Portfolio Choices: An Empirical Application for Fragile Five Countries
The aim of this study is to examine the long-term relationship between each pair of the countries separate from those in the Stock Markets of Fragile Five Countries and determine the optimal portfolio options for each of the BIITS countries according to the pieces of evidence obtained. Thus, the ref...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Kragujevac
2016-12-01
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| Series: | Economic Horizons |
| Subjects: | |
| Online Access: | http://www.horizonti.ekfak.kg.ac.rs/sites/default/files/Casopis/2016_3/EN/Gulfen_Tuna_EN.pdf |