Why a Diversified Portfolio Should Include African Assets
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Other versions of this item:
- Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
- Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
- Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
References listed on IDEAS
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Citations
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Cited by:
- Mensah, Jones Odei & Alagidede, Paul, 2017.
"How are Africa's emerging stock markets related to advanced markets? Evidence from copulas,"
Economic Modelling,
Elsevier, vol. 60(C), pages 1-10.
- Jones Odei Mensah & Paul Alagidede, 2016. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Working Papers 624, Economic Research Southern Africa.
- Asongu, Simplice A. & Koomson, Isaac & Tchamyou, Vanessa S., 2017.
"Financial globalisation uncertainty/instability is good for financial development,"
Research in International Business and Finance,
Elsevier, vol. 41(C), pages 280-291.
- Simplice Asongu & Isaac Koomson & Vanessa Tchamyou, 2015. "Financial globalisation uncertainty/instability is good for financial development," Working Papers 15/046, African Governance and Development Institute..
- Asongu, Simplice & Koomson, Isaac & Tchamyou, Vanessa, 2016. "Financial globalisation uncertainty/instability is good for financial development," MPRA Paper 70239, University Library of Munich, Germany.
- Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi, 2014.
"The global financial crisis: An analysis of the spillover effects on African stock markets,"
Emerging Markets Review,
Elsevier, vol. 21(C), pages 201-233.
- Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi, 2013. "The global financial crisis: An analysis of the spillover effects on African stock markets," MPRA Paper 50473, University Library of Munich, Germany.
- repec:eee:quaeco:v:65:y:2017:i:c:p:88-96 is not listed on IDEAS
- Kodongo, Odongo & Ojah, Kalu, 2014. "Conditional pricing of currency risk in Africa's equity markets," Emerging Markets Review, Elsevier, vol. 21(C), pages 133-155.
More about this item
Keywords
Correlation; Long-run correlation; Cointegration; Non-parametric cointegration; African Stock Markets;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AFR-2010-11-27 (Africa)
- NEP-ALL-2010-11-27 (All new papers)
- NEP-IFN-2010-11-27 (International Finance)
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