کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5083540 | 1477803 | 2015 | 56 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka
ترجمه فارسی عنوان
آیا منازعات طولانی و بازدارنده تنش برای ادغام بازار سهام هستند؟ مورد سریلانکا
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موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
چکیده انگلیسی
This paper investigates stock market interdependencies between Sri Lanka and selected economies in the context of its long civil war using the Dynamic Conditional Correlation (DCC) model with monthly indices (1993-2013) and through bilateral analysis. While correlations are weak, in most cases Sri Lanka's conflict and tensions have not been responsible. China is an exception, coinciding with the common observation that its relationship with Sri Lanka has strengthened. Integrations with the US and Pakistan are also marginally accelerated, although both countries are sensitive to types of risks considered. Finally, the low correlations observed imply diversification benefits to Sri Lankan investors.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: International Review of Economics & Finance - Volume 39, September 2015, Pages 504-520
Journal: International Review of Economics & Finance - Volume 39, September 2015, Pages 504-520
نویسندگان
Sivagowry Sriananthakumar, Seema Narayan,