Evaluation of the Added Value from Risk Diversification through AEC Capital Market Integration using Stochastic Dominance
This research paper investigates the benefit of risk diversification under the increase in the integration of AEC countries’ capital markets during 1999 and 2016. The evidences from the correlation and mean-variance analysis confirm the higher stock market integration. However, the empirical results...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2017-06-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354529?publisher=http-www-cag-edu-tr-ilhan-ozturk |