CEE and SEE equity market return spillovers: Creating profitable investment strategies

Portfolio management today employs many different quantitative tools for investors to achieve their goals in a faster and better way. For purposes of portfolio diversification possibilities, the connectedness among stock markets is being evaluated constantly over the last several of decades. This re...

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Bibliographic Details
Main Author: Tihana Škrinjarić
Format: Article
Language:English
Published: Elsevier 2020-12-01
Series:Borsa Istanbul Review
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845020300557