IDEAS home Printed from https://ideas.repec.org/a/wsz/fiq000/v8y2012i3id833.html

Seeking The Diversification Benefits With Foreign Equities And Commodities – The Case Of Polish Investor

Author

Listed:
  • RADOSŁAW KURACH

    (Wroclaw University of Economics)

Abstract

By estimating the correlation coefficients values we compare in this study the diversification potential of the different foreign equity markets and commodities. We present the findings that reflect the perspective of Polish investor. Our results are following: we identify a significant departure from normality in assets returns distributions, hence we provide an evidence on changing correlation patterns, which means varying diversification potential of different assets. We note that commodities are rather moderately correlated with the equity markets and the degree of comovement even diminish if we convert the USD prices into PLN ones. This phenomenon increases the potential for risk reduction of Polish investor.

Suggested Citation

  • Radosław Kurach, 2012. "Seeking The Diversification Benefits With Foreign Equities And Commodities – The Case Of Polish Investor," Financial Internet Quarterly, University of Information Technology and Management in Rzeszów, vol. 8(3), pages 26-36, January.
    • Handle: RePEc:wsz:fiq000:v:8:y:2012:i:3:id:833
    DOI: 10.65748/fiqf-2012-0022
    as

    Download full text from publisher

    File URL: https://journals.wsiz.edu.pl/fiq/article/view/833
    File Function: Abstract page
    Download Restriction: no
    File URL: https://journals.wsiz.edu.pl/fiq/article/download/833/789
    File Function: Full text
    Download Restriction: no
    File URL: https://libkey.io/10.65748/fiqf-2012-0022?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    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:wsz:fiq000:v:8:y:2012:i:3:id:833. 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: Wiesław Stręciwilk (email available below). General contact details of provider: https://journals.wsiz.edu.pl/fiq .

    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.