The impact of BRICS formation on portfolio diversification: Empirical evidence from pre- and post-formation eras

The impact of BRICS formation on portfolio diversification: Empirical evidence from pre- and post-formation eras

This paper aims at contributing to the international portfolio investment decisions among the emerging BRICS countries where individual and institutional investors seek diversification benefits and to help in advocating policy changes and implementation as a response to the changing dynamics in thes...

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Bibliographic Details
Main Authors: Somar Al-Mohamad, Audil Rashid, Walid Bakry, Ammar Jreisat, Xuan Vinh Vo
Format: Article
Language:English
Published: Taylor & Francis Group 2020-01-01
Series:Cogent Economics & Finance
Subjects:
brics
financial integration
johansen-juselius cointegration test
granger causality
portfolio diversification
impulse response function
variance decomposition analysis
Online Access:http://dx.doi.org/10.1080/23322039.2020.1747890

Internet

http://dx.doi.org/10.1080/23322039.2020.1747890

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