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http://hdl.handle.net/10071/14991
acessibilidade
Title: Word equity markets: a new approach for segmentation
Authors: Curto, J. D.
Pinto, J. C.
Fernandes, J. E.
Keywords: Interaction
Principal components analysis
Returns
Issue Date: 2006
Publisher: Charles Univ -PRAGUE
Abstract: This paper is an assessment of international equity-market integration and uses an innovative approach to segment equity markets into related geographic areas. Our focus is on the relationships among the returns of the dominant national equity indexes by continent. To understand how these indexes have evolved, we will concentrate on a reduced number of dimensions extracted from principal components analysis. We will demonstrate that each one of these components is particularly associated with certain groups of nations and less associated with others.
Description: WOS:000240290500003 (Nº de Acesso Web of Science)
Peer reviewed: yes
URI: https://ciencia.iscte-iul.pt/id/ci-pub-10196
http://hdl.handle.net/10071/14991
ISSN: 0015-1920
Appears in Collections:DMQGE-RI - Artigos em revistas internacionais com arbitragem científica

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