Equity Markets Risks And Returns: Implications For Global Portfolio Capital Flows During Pandemic And Crisis Periods
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DOI: 10.30525/2256-0742/2021-7-3-97-108
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Cited by:
- Pavlo Dziuba & Darya Glukhova & Kyryl Shtogrin, 2022. "Risk, Return And International Portfolio Diversification: K-Means Clustering Data," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 8(3).
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More about this item
Keywords
international (equity) portfolio liabilities; risk; return; risk/return tradeoff; increased volatility; developed markets; emerging markets; frontier markets; COVID crisis;All these keywords.
JEL classification:
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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