IDEAS home Printed from https://ideas.repec.org/a/pkp/teafle/v1y2014i3p15-23id1583.html
   My bibliography  Save this article

Financial Integration and International Risk Diversification

Author

Listed:
  • Kaouther Amiri
  • Besma Talbi

Abstract

The effect of international financial integration on performance strategies diversification is ambiguous for countries émergents1. It is explained by two reasons: hand, financial integration of national markets makes international diversification portfolios more efficiently, and helping the transition from one market to another and increasing efficiency of financial markets. On the other hand, financial integration increased correlations between national financial markets, reducing income strategies international diversification. We will show that this ambiguity is due to the use different properties with different testing procedures provided in the literature econometric. This is of particular interest to the present unit root test in the presence arch.

Suggested Citation

  • Kaouther Amiri & Besma Talbi, 2014. "Financial Integration and International Risk Diversification," The Economics and Finance Letters, Conscientia Beam, vol. 1(3), pages 15-23.
    • Handle: RePEc:pkp:teafle:v:1:y:2014:i:3:p:15-23:id:1583
    as

    Download full text from publisher

    File URL: https://archive.conscientiabeam.com/index.php/29/article/view/1583/2198
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Han Wang & Geng Peng & Benfu Lv, 2018. "Effect of Retail Investor Attention on Chinas A-Share Market Under a Strengthening Financial Regulatory Policy," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(10), pages 1274-1297, October.
    2. Ahmed Imran Hunjra & Hasnain Mehmood & Haroon Bakari, 2018. "Co-Movement between Macroeconomic Variables and Capital Flight," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(9), pages 1185-1195, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pkp:teafle:v:1:y:2014:i:3:p:15-23:id:1583. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Dim Michael (email available below). General contact details of provider: https://archive.conscientiabeam.com/index.php/29/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.