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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/2941
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dc.contributor.authorAlagidede, Paulen_UK
dc.contributor.authorPanagiotidis, Theodoreen_UK
dc.contributor.authorZhang, Xuen_UK
dc.date.accessioned2013-06-11T23:42:22Z-
dc.date.available2013-06-11T23:42:22Z-
dc.date.issued2011-09en_UK
dc.identifier.urihttp://hdl.handle.net/1893/2941-
dc.description.abstractWe employ parametric and non-parametric cointegration to investigate the extent of integration between African stock markets and the rest of the world. Long-run correlation estimates imply very low association between the two. The two distinct cointegration approaches confirm the latter through recursive estimation. The implication is that global market movements may have little impact on Africa. However, we argue that including African assets in a mean variance portfolio could be beneficial to international investors.en_UK
dc.language.isoenen_UK
dc.publisherTaylor & Francis (Routledge)en_UK
dc.relationAlagidede P, Panagiotidis T & Zhang X (2011) Why a Diversified Portfolio Should Include African Assets. Applied Economics Letters, 18 (14), pp. 1333-1340. https://doi.org/10.1080/13504851.2010.537617en_UK
dc.rightsPublished in Applied Economics Letters by Taylor & Francis (Routledge).; This is an electronic version of an article published in Applied Economics Letters, 2011, 18 (14): 1333-1340. Applied Economics Letters is available online at: http://www.tandfonline.com/openurl?genre=article&issn=1350-4851&volume=18&issue=14&spage=1333en_UK
dc.subjectCorrelationen_UK
dc.subjectLong-run correlationen_UK
dc.subjectCointegrationen_UK
dc.subjectNon-parametric cointegrationen_UK
dc.subjectAfrican Stock Marketsen_UK
dc.subjectStock exchanges Africaen_UK
dc.subjectAfrican Stock Marketsen_UK
dc.subjectInvestments Africaen_UK
dc.titleWhy a Diversified Portfolio Should Include African Assetsen_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate2013-03-15en_UK
dc.rights.embargoreason[SEDP-2010-15-Alagidede-Panagiotidis-Zhang.pdf] Publisher conditions require an 18 month embargo.en_UK
dc.identifier.doi10.1080/13504851.2010.537617en_UK
dc.citation.jtitleApplied Economics Lettersen_UK
dc.citation.issn1466-4291en_UK
dc.citation.issn1350-4851en_UK
dc.citation.volume18en_UK
dc.citation.issue14en_UK
dc.citation.spage1333en_UK
dc.citation.epage1340en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusAM - Accepted Manuscripten_UK
dc.author.emaileconomics@stir.ac.uken_UK
dc.citation.date14/03/2011en_UK
dc.contributor.affiliationEconomicsen_UK
dc.contributor.affiliationUniversity of Macedoniaen_UK
dc.contributor.affiliationEconomic Research Institute, Shanghaien_UK
dc.identifier.isiWOS:000296262900025en_UK
dc.identifier.scopusid2-s2.0-79961033730en_UK
dc.identifier.wtid828048en_UK
dc.date.accepted1990-01-01en_UK
dcterms.dateAccepted1990-01-01en_UK
dc.date.filedepositdate2011-04-15en_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionAMen_UK
local.rioxx.authorAlagidede, Paul|en_UK
local.rioxx.authorPanagiotidis, Theodore|en_UK
local.rioxx.authorZhang, Xu|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2013-03-15en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||2013-03-14en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/all-rights-reserved|2013-03-15|en_UK
local.rioxx.filenameSEDP-2010-15-Alagidede-Panagiotidis-Zhang.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source1350-4851en_UK
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