Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds

Correlation dynamics of bond markets effects on diversification benefits of emerging market government bonds

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Bibliographic Details
Main Author: Kontoniemi, Henri
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, University of Jyväskylä, Jyväskylän yliopisto, Kansantaloustiede, Economics, 2041
Format: Master's thesis
Language:eng
Published: 2017
Subjects:
government bonds
emerging markets
market correlation
DCC-GARCH
international diversification
Sharpe ratio
backtesting
joukkovelkakirjat
kehittyvät markkinat
korrelaatio
Online Access: https://jyx.jyu.fi/handle/123456789/54682
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annif_keywords_txtF_mv emerging markets bonds and debentures bonds correlation security market
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author Kontoniemi, Henri
author2 Kauppakorkeakoulu School of Business and Economics Taloustieteet University of Jyväskylä Jyväskylän yliopisto Kansantaloustiede Economics 2041
author_facet Kontoniemi, Henri Kauppakorkeakoulu School of Business and Economics Taloustieteet University of Jyväskylä Jyväskylän yliopisto Kansantaloustiede Economics 2041 Kontoniemi, Henri
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spellingShingle Kontoniemi, Henri Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds government bonds emerging markets market correlation DCC-GARCH international diversification Sharpe ratio backtesting joukkovelkakirjat kehittyvät markkinat korrelaatio
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title Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds
title_alt Effects on diversification benefits of emerging market government bonds
title_full Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds
title_fullStr Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds
title_full_unstemmed Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds
title_short Correlation dynamics of bond markets
title_sort correlation dynamics of bond markets effects on diversification benefits of emerging market government bonds
title_sub effects on diversification benefits of emerging market government bonds
title_txtP Correlation dynamics of bond markets : effects on diversification benefits of emerging market government bonds
topic government bonds emerging markets market correlation DCC-GARCH international diversification Sharpe ratio backtesting joukkovelkakirjat kehittyvät markkinat korrelaatio
topic_facet DCC-GARCH Sharpe ratio backtesting emerging markets government bonds international diversification joukkovelkakirjat kehittyvät markkinat korrelaatio market correlation
url https://jyx.jyu.fi/handle/123456789/54682 http://www.urn.fi/URN:NBN:fi:jyu-201706273054
work_keys_str_mv AT kontoniemihenri correlationdynamicsofbondmarketseffectsondiversificationbenefitsofemergingmarket

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