Browsing Finance & Banking by Subject "BRICS, C58, F36, financial integration, G11, G15, Granger causality, impulse response function, Johansen-Juselius cointegration test, portfolio diversification, variance decomposition analysis"
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The impact of BRICS formation on portfolio diversification: Empirical evidence from pre- and post-formation eras
(Cogent OA, 2020)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 ...