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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