Handbook of Frontier Markets
Editor
- Andrikopoulos, Panagiotis
- Gregoriou, Greg N.
- Kallinterakis, Vasileios Bill
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Cited by:
- Ngene, Geoffrey & Post, Jordin A. & Mungai, Ann N., 2018. "Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 181-198.
- Rosy Dhall & Bhanwar Singh, 2020. "The COVID-19 Pandemic and Herding Behaviour: Evidence from India’s Stock Market," Millennial Asia, , vol. 11(3), pages 366-390, December.
- Umar Farooq & Muhammad Ali Jibran Qamar & Krishna Reddy, 2020. "Impact Size and Determinants of Indirect Cost of Financial Distress: Role of Receivable and Inventory Management," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 16(2), pages 179-207.
- S. S. Abere & T. O. Akinbobola, 2020. "External Shocks, Institutional Quality, and Macroeconomic Performance in Nigeria," SAGE Open, , vol. 10(2), pages 21582440209, May.
- Ibrahim Yousef, 2020. "When Good Things Turn Bad: Evidence from G-7 Serial Acquirer Bidding," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 16(2), pages 145-177.
- Galindo, Luis Miguel & Beltrán, Allan & Caballero, Karina, 2018. "Potential consequences of a CO2 aviation tax in Mexico on the demand for tourism," LSE Research Online Documents on Economics 90247, London School of Economics and Political Science, LSE Library.
- Mohammad K. Elshqirat, 2019. "Testing Sectoral Herding in the Jordanian Stock Market," International Business Research, Canadian Center of Science and Education, vol. 12(8), pages 88-106, August.
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Keywords
acquirer gains; ARCH effect; ARFIMA-FIGARCH; Basel Accord; capital requirements; cointegration analysis; correlation analysis; cross-sectional volatility; DCC copula; dividend policy; economic growth; emerging markets; equity performance; exchange rates; extreme correlation; financial development; foreign direct investments; foreign portfolio investments; frontier market countries; frontier markets; frontier markets development; fundamental ratios; GARCH-in-mean; Granger causality; growth-return correlation; hedge funds; herding; international diversification; international portfolio diversification; least developed countries; lifecycle theory; long memory; market risk; MENA; mergers and acquisitions; oil prices; performance; portfolio diversification; portfolio exposure; quality indicators; regime switching model; regional effects; regression analysis; remittances; return forecasting; signaling theory; spillover effect; state-space model; stock exchanges; stock market index; stressed value at risk; style analysis; target gains; value indicators; value investments; VAR-GARCH model; volatility spillover;All these keywords.
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