Browsing Finance & Economics by Author "Syed, Jawad"
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Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach
Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, Shawkat; Zeitun, Rami; Rehman, Mobeen Ur ( Elsevier B.V. , 2017 , Article)This study examines the portfolio risk and the co-movements between each of the BRIC emerging and South Asian frontier stock markets and each of the major developed stock markets (U.S., UK and Japan), using the wavelet ...