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Träfflista för sökning "AMNE:(SOCIAL SCIENCES Business and economics) ;srt2:(2010-2011);lar1:(su);srt2:(2011);pers:(Nikkinen J)"

Search: AMNE:(SOCIAL SCIENCES Business and economics) > (2010-2011) > Stockholm University > (2011) > Nikkinen J

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  • Graham, Michael, et al. (author)
  • Co-movement of Finnish and International Stock Markets : A Wavelet Analysis
  • 2011
  • In: European Journal of Finance. - 1351-847X .- 1466-4364. ; 17:5-6, s. 409-425
  • Journal article (peer-reviewed)abstract
    • We use wavelet analysis to examine the short-term and long-term co-movement of international stock markets from a European perspective. First, we assess the co-movement of the Finnish stock market with stock markets in both developed and emerging economies. Second, the co-movement of five major European markets and a global equity portfolio is analysed. Our results show that the co-movement of Finland and the emerging market regions is confined to long-term fluctuations. We also find evidence of co-movement between Finland and the developed regions in Europe, the Pacific, and North America across all frequencies, with higher levels of co-movement in higher frequencies toward the end of the return series. Furthermore, the results suggest that little may be gained by diversifying from a country stock portfolio from the perspective of investors in France, Germany, Switzerland, and the UK into a global stock portfolio, whereas diversifying into the Finnish market would be advantageous.
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  • Result 1-3 of 3
Type of publication
journal article (3)
Type of content
peer-reviewed (3)
Author/Editor
Nikkinen, J (3)Undo refine
Peltomäki, Jarkko (2)
Aalto, A (1)
Vähämaa, S (1)
Graham, Michael (1)
Kotkatvuori-Örnberg, ... (1)
University
Stockholm University  (3)Undo refine
Language
English (3)
Research subject (UKÄ/SCB)
Social Sciences (3)
Year
2011 (3)Undo refine

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