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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Modeling Co-movements Among Financial Markets: Applications Of Multivariate Autoregressive Conditional Heteroscedasticity With Smooth Transitions In Conditional Correlations

Oztek, Mehmet Fatih 01 January 2013 (has links) (PDF)
The main purpose of this thesis is to assess the potential of emerging stock markets and commodity markets in attracting the attention of international investors who utilize various portfolio diversification strategies to reduce the cumulative risk of their portfolio. A successful portfolio diversification strategy requires low correlation among financial markets. However, it is now well documented that the correlations among financial markets in developed countries are very high and hence the benefits of international portfolio diversification among these markets have been very limited. This fact suggests that investors should look for alternative markets whose correlations with developed markets are low (or even negative if possible) and which have high growth potentials. In this thesis, two emerging countries&#039 / stock markets and two commodity markets are considered as alternative markets. Among emerging countries, Turkey and China are chosen due to their promising growth performance since the mid-2000s. As commodity markets, agricultural commodity and precious metal markets are selected because of the outstanding performance of the former and the &quot / safe harbor&quot / property of the latter. The structures and properties of dependence between these markets and stock markets in developed countries are examined by modeling the conditional correlation in the dynamic conditional correlation framework. The results reveal that upward trend hypothesis is valid for almost all correlations among market pairs and market volatility plays significant role in time varying structures of correlations.
2

The role of cross-listings in establishing a SADC regional stock exchange

Chisadza, Moses W January 2013 (has links)
No description available.
3

The role of cross-listings in establishing a SADC regional stock exchange

Chisadza, Moses W January 2013 (has links)
No description available.
4

The role of cross-listings in establishing a SADC regional stock exchange

Chisadza, Moses W January 2013 (has links)
Magister Legum - LLM
5

The role of cross-listings in establishing a SADC regional stock exchange

Chisadza, Moses W. January 2013 (has links)
Magister Legum - LLM / South Africa

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