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Analysis of the validity of the Return-Chasing hypothesis

In Latin American, European and Asian economies

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  • 128 stránek
  • 5 hodin čtení

Více o knize

The research investigates the validity of Anthony Tu's Return-chasing hypothesis across Latin American, European, and Asian economies, focusing on investor behavior in relation to risk and return. A descriptive study analyzed data from stock indexes in Brazil, Chile, Colombia, Germany, Spain, the UK, China, Singapore, and India from January 2006 to December 2019. Utilizing a Garch-M model, the study reveals that capital inflows impact each economy differently, highlighting distinct behaviors between emerging and developed markets.

Nákup knihy

Analysis of the validity of the Return-Chasing hypothesis, Ricardo Albornoz Suárez, Matías Moya Vega, Cintia Valdés González

Jazyk
Rok vydání
2022
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Titul
Analysis of the validity of the Return-Chasing hypothesis
Podtitul
In Latin American, European and Asian economies
Jazyk
anglicky
Rok vydání
2022
Vazba
měkká
Počet stran
128
ISBN13
9786205425176
Série
Anotace
The research investigates the validity of Anthony Tu's Return-chasing hypothesis across Latin American, European, and Asian economies, focusing on investor behavior in relation to risk and return. A descriptive study analyzed data from stock indexes in Brazil, Chile, Colombia, Germany, Spain, the UK, China, Singapore, and India from January 2006 to December 2019. Utilizing a Garch-M model, the study reveals that capital inflows impact each economy differently, highlighting distinct behaviors between emerging and developed markets.