7 citations · 7 across the 1 of their papers we have counts for
2 papers
q-fin.PM2013★ 7 cited
Can we still benefit from international diversification? The case of the Czech and German stock markets
Krenar Avdulaj, Jozef Barunik
One of the findings of the recent literature is that the 2008 financial crisis caused reduction in international diversification benefits. To fully understand the possible potentia…
q-fin.ST2013
Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data
Krenar Avdulaj, Jozef Barunik
Oil is perceived as a good diversification tool for stock markets. To fully understand this potential, we propose a new empirical methodology that combines generalized autoregressi…