Browsing Trinity Business School (Scholarly Publications) by Subject "Cointegration"
Now showing items 1-2 of 2
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Global Stock Market Interdependencies and long-term Portfolio Diversification
(2011)In this paper, we examine the scope for international stock portfolio diversification, from the viewpoint of a United States representative investor, in regard to both the Asian and the European stock markets. Our findings ... -
Gold and inflation(s) - A time-varying relationship
(2016)What is the relationship between the price of gold and inflation? How stable is it – over time and across measures of inflation? We examine this for three countries (the USA, the UK and Japan) - over forty years and with ...