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  • 1.
    Hatemi-J, Abdulnasser
    et al.
    University of Skövde, School of Technology and Society.
    Maneschiöld, Per-Ola
    University of Skövde, School of Technology and Society.
    The Risk-Adjusted Interest Rate Parity: Panel Data Evidence2004In: Economia internazionale/International Economics, ISSN 0012-981X, Vol. 57, no 1, p. 1-10Article in journal (Refereed)
  • 2.
    Maneschiöld, Per-Ola
    University of Skövde, School of Technology and Society.
    Integration between the Baltic and international stock markets2006In: Emerging markets finance & trade, ISSN 1540-496X, E-ISSN 1558-0938, Vol. 42, no 6, p. 25-45Article in journal (Refereed)
    Abstract [en]

    Using cointegration tests, this paper analyzes the existence of long-run relationships among Baltic stock markets and major international stock markets, including the United States, Japan, Germany, the United Kingdom, and France. Bivariate and multivariate cointegration tests indicate a common trend linking Latvia to European markets. Evidence indicates that the German market dominates this long-run relationship. In general, short-term Granger causality indicates causality running from the European markets to the Baltic markets, as well as among the Baltic states, excepting Latvian and Lithuanian short-term effects on the Estonian market. Overall, the results suggest that international investors can obtain diversification benefits given a long-term investment horizon because of the low degree of integration between the Baltic and international capital markets.

  • 3.
    Maneschiöld, Per-Ola
    University of Skövde, School of Technology and Society.
    International diversification benefits between US, Turkish and Egyptian stock markets2005In: Review of Middle East Economics and Finance, ISSN 1475-3685, E-ISSN 1475-3693, Vol. 3, no 2, p. 115-133Article in journal (Refereed)
    Abstract [en]

    International portfolio diversification benefits between US stock markets and corresponding markets in Turkey and Egypt are examined from a short- and long-term perspective. The Johansen cointegration procedure reveals cointegration at the general index level related to some but not all sub-indexes investigated. Granger causality indicates, in general, causality running between USA and Turkey but only isolated cases involving Egypt. Overall, the results suggest that US investors can obtain diversification benefits at a sub-index level given a long-term investment horizon restricted to positions in one but not both Middle Eastern markets in one and the same portfolio. Short-term benefits involve the Egyptian market related to two out of three sub-indexes.

  • 4.
    Maneschiöld, Per-Ola
    University of Skövde, School of Humanities and Informatics.
    Modelling exchange rate volatility: evidence from Sweden2004In: Economia Internazionale: International Economics, ISSN 0012-981X, Vol. 17, no 2, p. 145-172Article in journal (Refereed)
  • 5.
    Maneschiöld, Per-Ola
    University of Skövde, School of Technology and Society.
    Portfolio Diversification Benefits Between Swedish and Mexican Stock Markets2007In: Studies of Sweden and Mexico: economics, finance, trade and environment / [ed] Ignacio Perrotini Hernández and Fadi Zaher, Skövde: University of Skövde , 2007, p. 77-93Conference paper (Refereed)
  • 6.
    Maneschiöld, Per-Ola
    University of Skövde, School of Technology and Society.
    Portfolio diversification benefits between Swedish and Mexican stock markets2005In: Studies of Sweden and Mexico: economics, finance, trade and environment : [research papers presented at the 1st Mexico-Sweden Conference on Trade, Development and Environment, Skövde, November 2-4, 2005], Skövde: University of Skövde , 2005Conference paper (Other academic)
1 - 6 of 6
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