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Applied Economics Volume 38, 2006 - Issue 19
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Original Articles

Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners: an empirical note

Tsangyao Chang Department and Graduate Institute of Finance, Feng Chia University, Taichung, TaiwanCorrespondence[email protected]
,
Chien-Chung Nieh Department and Graduate Institute of Banking and Finance, Tamkang University, Taipei, Taiwan
&
Ching-Chun Wei Department of Finance, Providence University, Taichung, Taiwan
Pages 2277-2283 | Published online: 02 Feb 2007

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R. Aroskar & W. A. Ogden. (2011) Optimal portfolios: are they optimal for the long run?. Applied Financial Economics 21:11, pages 763-770.
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Z Chinzara & M J Aziakpono. (2009) Dynamic Returns Linkages and Volatility Transmission Between South African and World Major Stock Markets. Studies in Economics and Econometrics 33:3, pages 69-94.
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Articles from other publishers (3)

Sinem EYÜBOĞLU & Kemal EYÜBOĞLU. (2019) BIST Sektör Endekslerinin Gelişmiş Ülke Sektör Endeksleri İle İlişkisinin İncelenmesiExamining the Relationship between BIST Sector Indices and Developed Country Sector Indices. Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi 7:2, pages 125-129.
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NEVILLE ZIVANAYI MANDIMIKA & ZIVANEMOYO CHINZARA. (2012) RISK–RETURN TRADE‐OFF AND BEHAVIOUR OF VOLATILITY ON THE SOUTH AFRICAN STOCK MARKET: EVIDENCE FROM BOTH AGGREGATE AND DISAGGREGATE DATA. South African Journal of Economics 80:3, pages 345-366.
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Huseyin Dagli, Ugur Sivri & Semra Bank. (2011) International Portfolio Diversification Opportinities between Turkey and Other Emerging Markets. SSRN Electronic Journal.
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