DeskRex.ai

open α

テーマ

データベース

自動化

発見

サインイン

リサーチの結果の保存、レポートの作成、共有が行えます。

サインイン

レポートの一覧に戻る

新興国株に連動するインデックス銘柄や株式についての調査

🗓 Created on 4/26/2024

  • 📜要約
  • 📊ビジュアライズ
  • 🖼関連する画像
  • 🔍詳細
    • 🏷BRICS諸国の株式市場の概要
    • 🏷BRICS諸国の株式市場の動向と投資機会
    • 🏷BRICS諸国の株式市場の相関関係
    • 🏷新興国株に連動するインデックス銘柄の特徴
    • 🏷投資家への提言と展望
  • 🖍考察
  • 📚参考文献
    • 📖利用された参考文献
    • 📖未使用の参考文献
    • 📊ドメイン統計

📜 要約

主題と目的の要約

今回の調査では、BRICS諸国株に連動するインデックス銘柄や株式に焦点を当て、その動向や投資機会について客観的に調査しました。

主要な内容と発見

  • BRIC ETFについて、外国株式市場への直接投資コストが高いため、経費率がやや高い場合があることが明らかになりました。
  • 3つのETF、EMXC、XSOE、GXCの特徴やパフォーマンスが紹介され、それぞれの投資機会が示されました。
  • BRICS諸国の株式市場は成長機会や多様化を提供する一方、政治的・経済的リスクも考慮すべきであることが明らかになりました。
  • 2020年の危機以降、ロシアとインドの株式市場が不安定であることが示され、相関統計により各国の株式市場の関係性が明らかになりました。
  • S&P BRIC 40指数は、各国の主要企業に露出する機会を提供し、テクニカル分析はリスク管理やヘッジ戦略の開発に役立つことが示されました。

結果と結論のまとめ

BRICS諸国株式市場は投資機会が豊富であり、テクニカル分析や多基準決定フレームワークを活用することで、リスク管理や収益最大化の戦略を構築することが重要であることが結論されました。Avanti Feeds Ltd.、Hindustan Unilever Ltd.、Procter & Gamble Hygiene & Health Care Ltd.などの企業が市場価値が高く、良いパフォーマンスを示していることも明らかになりました。

このレポートが参考になりましたか？

あなたの仕事の調査業務をワンボタンでレポートにできます。

無料でリサーチ

🔍 詳細

🏷BRICS諸国の株式市場の概要

画像 1

BRICS諸国の株式市場の概要

BRICS諸国は、ブラジル、ロシア、インド、中国、南アフリカを指す頭字語であり、これらの国の株式市場は新興国株に連動するインデックス銘柄や株式に関連しています。BRIC ETFは、これらの国の証券に投資するETFであり、パッシブに運用されています。BRIC ETFは、外国株式市場への直接投資コストが高いため、経費率がやや高い場合があります。

BRICS諸国の株式市場に関する考察

BRICS諸国の株式市場は、新興国経済への多様な露出を提供し、投資家に機会をもたらしています。これらの国の株式市場は、株式市場で取引され、株式、債券、通貨などへの露出を通じて経済へのアクセスを可能にしています。また、BRICS諸国の株式市場は、株式のリターン分布が発展途上国と異なる特徴を持ち、リスクとリターンの関係が顕著であることが示されています。これらの市場は、投資家にとって魅力的な潜在力を秘めています。

BRICS諸国の株式市場の詳細

  • BRICS ETFは、ブラジル、ロシア、インド、中国、南アフリカの証券に投資するETFであり、パッシブに運用されています。
  • BRICS ETFは、外国株式市場への直接投資コストが高いため、経費率がやや高い場合があります。
  • BRICS諸国の株式市場は、新興国経済への露出を提供し、投資家に多様な機会をもたらしています。
  • BRICS諸国の株式市場では、株式、債券、通貨などへの露出を通じて経済へのアクセスが可能です。
  • BRICS諸国の株式市場では、株式のリターン分布が発展途上国と異なる特徴を持ち、リスクとリターンの関係が顕著です。
investopedia.com
BRIC ETF
investopedia.com
BRICS
copy url
source logosciencedirect.com
copy url
source logoinvestopedia.com
Goldman Sachs
commodities
Iranian nuclear
World Bank
International Monetary Fund (IMF)
transparency
economic cooperation
Group of Seven (G7)
Next 11
global markets
financial crisis
Securities and Exchange Commission (SEC)
copy url
source logoinvestopedia.com
global depositary receipts
index
emerging market
expense ratios
MSCI BRIC Index
free float
economic sanctions
volatile
bourses
liquid
diversification
asset managers
shareholders
returns
offer investors diversified exposure

🏷BRICS諸国の株式市場の動向と投資機会

画像 1

BRICS諸国の株式市場の動向と投資機会の要約

BRICS諸国の株式市場の動向と投資機会に関するセクションでは、3つのETFが紹介されています。iShares MSCI Emerging Markets Ex China ETF（EMXC）、WisdomTree Emerging Markets State-Owned Enterprises Fund（XSOE）、SPDR S&P China ETF（GXC）がそれぞれの特徴やパフォーマンスを示しています。

BRICS諸国の株式市場への投資に関する考察

BRICS諸国の株式市場は、新興国株に連動するインデックス銘柄や株式に投資する機会を提供しています。これらのETFは、主にインド、台湾、韓国、中国などの国々の企業に投資することで、成長潜在性を追求しています。投資家は、これらのETFを通じてBRICS諸国の経済成長に参加し、ポートフォリオを多様化させることができます。ただし、地政学的リスクや市場の変動に対する注意が必要です。

BRICS諸国の株式市場の動向と投資機会に関する詳細情報

  • Nasdaqの記事全文
  • etfdb.com
  • sciencedirect.com
  • benzinga.com
ETFのロゴ ETFのイメージ ETFの画像 画像

BRICSの投資機会と方法

BRICSは、ブラジル、ロシア、インド、中国、南アフリカの新興国を包括する概念であり、投資機会が豊富です。投資方法として、個別株式投資、ETFs、投資信託、新興市場ファンド、テーマ投資などがあります。BRICSへの投資は成長機会や多様化を提供しますが、政治的・経済的リスクも考慮すべきです。

BRICS投資の考察とリスク管理

BRICSへの投資は新興市場の成長潜在性を追求する投資家にとって魅力的です。しかし、これらの国々の政治的・経済的状況を理解することが重要です。投資家はリスク管理を考慮し、投資先を慎重に選択する必要があります。さらに、投資には徹底的な調査と専門家の助言が不可欠です。BRICSへの投資は将来の成果を期待する上で有益である一方、リスクとリターンのバランスを考慮することが重要です。

BRICS諸国の株式市場の動向と投資機会

BRICS諸国の株式市場は、新興市場として注目を集めています。これらの国々は経済成長が著しく、投資機会が豊富です。例えば、中国のテクノロジーセクターやインドの医療産業など、特定のセクターにおいて成長が見込まれています。
BRICS諸国の株式市場は、地政学的リスクや通貨の変動リスクなど、投資家が考慮すべきリスク要因も存在します。しかし、これらのリスクにもかかわらず、成長潜在性が高いとされるため、投資家の関心を集めています。
参考リンク:
  • veri-global.com
  • 画像URL: BRICS Image
copy url
source logobenzinga.com
Investing in BRICS countries via exchange-traded funds (ETFs)
Popular examples of ETFs
Emerging Markets
Investing directly in the stock markets
forex trading
REITs
Investing in bonds
copy url
source logoveri-global.com
Mauritius Life
Veri Global](../) | [Property Finder
copy url
source logosciencedirect.com
Economic Analysis and Policy
Volume 76
Geopolitical risk, uncertainty and Bitcoin investment
Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns
Geopolitical risks and the oil-stock nexus over 1899–2016
Effects of the geopolitical risks on Bitcoin returns and volatility
Geopolitical risks and stock market dynamics of the BRICS
Crude oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian graphical structural VAR model
Gold as a hedge against the dollar
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
How important are global geopolitical risks to emerging countries? (Jeremy)
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
Better to give than to receive: Predictive directional measurement of volatility spillovers
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Macroeconomic consequences of terror: Theory and the case of Israel
What is an oil shock?
Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies
Nonlinear dynamic correlation between geopolitical risk and oil prices: A study based on high-frequency data
Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
A new index of financial conditions
Impulse response analysis in nonlinear multivariate models
Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries
The joint spillover index
Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks
Geopolitical risk and oil volatility: A new insight
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
Do global factors impact BRICS stock markets? A quantile regression approach
Crude oil production in the Persian gulf amidst geopolitical risk, cost of damage and resources rents: Is there asymmetric inference?
Generalized impulse response analysis in linear multivariate models
Is gold a safe haven or a hedge for the US dollar? Implications for risk management
Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results
Geopolitical risk and volatility spillovers in oil and stock markets
Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia
Can Bitcoin hedge the risks of geopolitical events?
The geopolitical risk effect on the US renewable energy deployment
The gold market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk
Does geopolitical risk affect exports? Evidence from China
Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets
The connections that bind: Political connectivity in the face of geopolitical disruption
Risk spillovers across geopolitical risk and global financial markets
Can BRICS economies shift some burden on nuclear energy efficiency for sustainable environment? An empirical investigation
View full text
copy url
source logoetfdb.com
copy url
source logonasdaq.com
InvestorPlace - Stock Market News, Stock Advice & Trading Tips
asked
36%
$5.2 billion
23 of 24
$30.2 billion
) invests in emerging market companies that don’t have XSOE
20%
established
) is the GXC
smallest
$13,302
) and TCEHY
) combining for over half the top 10.
Publishing Guidelines
ChatGPT IPO Could Shock the World, Make This Move Before the Announcement
Musk’s “Project Omega” May Be Set to Mint New Millionaires. Here’s How to Get In.
The Rich Use This Income Secret (NOT Dividends) Far More Than Regular Investors
The 3 Best ETFs to Profit From the Rise of the BRICS Bloc
InvestorPlace

🏷BRICS諸国の株式市場の相関関係

画像 1

BRICS諸国の株式市場の相関関係

BRICS諸国の株式市場は2020年の危機以降、不安定であることが示されており、GARCHモデルとARDLモデルの統計テストにより、ロシアとインドの株式市場が不安定であることが示されました。また、相関統計によると、新型コロナウイルスパンデミックの間、ロシアと南アフリカの株式市場はブラジルの株式市場と逆相関があることが示されました。他のBRICS加盟国の株式市場は互いに正の関係があることが示されました。

BRICS株式市場への投資家のアドバイス

BRICS株式市場の投資家は、適切なヘッジ計画を実行して投資を保護するための適切な措置を設計すべきです。特に、ロシアとインドの株式市場の不安定性や相関関係の変化に注意が必要です。投資家は、異なるBRICS国の株式市場の動向を継続的にモニタリングし、リスク管理戦略を構築することが重要です。

BRICS諸国の株式市場の相関関係に関する詳細情報

  • springer.com
  • nih.gov
  • researchgate.net
  • scirp.org
BRICS 画像 画像 画像
copy url
source logoscirp.org
https://estima.com/ratshelp/index.html?dieboldyilmazspilloverpapers.html
copy url
source logoresearchgate.net
copy url
source logonlm.nih.gov
PMC Disclaimer
PMC Copyright Notice
10.1007/s43546-022-00267-6
35919285
Data Availability Statement
https://finance.yahoo.com/quote/%5EBVSP/history/
https://in.finance.yahoo.com/quote/IMOEX.ME/history/
https://in.finance.yahoo.com/quote/%5ENSEI/history/
https://finance.yahoo.com/quote/000001.ss/history/
https://tradingeconomics.com/south-africa/indicators
2020
2020
2020
2020
2020
2020
2018
1
1
2006
2009
2009
2010
2018
2004
2013
2013
2013
2014
2016
2017
2017
2017
2018
2019
2019
2020
2020
2020
2020
2020
2020
2021
2021
2020
2020
(Table1),1
2017
(Table2)2
Table3.3
4
Table5)5
(Table66
Table7,7
2
Table8)8
Table7)7
Table7)7
2021
2020
https://finance.yahoo.com/quote/%5EBVSP/history/
https://in.finance.yahoo.com/quote/IMOEX.ME/history/
https://in.finance.yahoo.com/quote/%5ENSEI/history/
https://finance.yahoo.com/quote/000001.ss/history/
https://tradingeconomics.com/south-africa/indicators
PMC free article
[PubMed
[CrossRef
[Google Scholar
Google Scholar
Google Scholar
PMC free article
[PubMed
[CrossRef
[Google Scholar
https://www.livescience.com/first-case-coronavirus-found.html
https://www.marketwatch.com/story/heres-how-the-stock-market-has-performed-during-past-viral-outbreaks-as-chinas-coronavirus-spreads-2020-01-22
Google Scholar
Google Scholar
Google Scholar
https://www.urdupoint.com/en/business/economic-decline-reversal-vital-for-brics-as-989148.html
CrossRef
[Google Scholar
https://www.imf.org/en/Publications/WEO/Issues/2021/03/23/world-economic-outlook-april-2021
Google Scholar
Google Scholar
Google Scholar
http://www.nkibrics.ru/posts/show/5ecfd0a66272691715a70000
PMC free article
[PubMed
[Google Scholar
Google Scholar
https://www.ineteconomics.org/perspectives/blog/brics-to-play-a-leading-role-in-driving-future-global-economic-growth
https://economictimes.indiatimes.com/wealth/invest/stock-market-hit-by-coronavirus-reasons-for-turmoil-what-equity-investors-should-do-now/articleshow/74623291.cms
http://www.lse.ac.uk/europeanInstitute/research/hellenicObservatory/pdf/4th_%20Symposium/PAPERS_PPS/APPLIED_ECONOMICS/NEOKOSMIDIS.pdf
Google Scholar
https://www.outlookindia.com/website/story/world-news-one-year-ago-first-covid-case-was-reported-in-china-heres-how-the-horror-unfolded/364599
CrossRef
[Google Scholar
CrossRef
[Google Scholar
Google Scholar
Google Scholar
CrossRef
[Google Scholar
CrossRef
[Google Scholar
CrossRef
[Google Scholar
CrossRef
[Google Scholar
https://unctad.org/system/files/official-document/osg2020d1_en.pdf
CrossRef
[Google Scholar
Google Scholar
copy url
source logospringer.com
2020
2020
2020
2020
2020
2020
2018
1
1
2006
2009
2009
2010
2018
2004
2013
2013
2013
2014
2016
2017
2017
2017
2018
2019
2019
2020
2020
2020
2020
2020
2020
2021
2021
2020
2020
1
2017
2
3
4
5
6
7
2
8
7
7
2021
2020
https://finance.yahoo.com/quote/%5EBVSP/history/
https://in.finance.yahoo.com/quote/IMOEX.ME/history/
https://in.finance.yahoo.com/quote/%5ENSEI/history/
https://finance.yahoo.com/quote/000001.ss/history/
https://tradingeconomics.com/south-africa/indicators
https://doi.org/10.2139/ssrn.3585789
https://doi.org/10.1016/j.frl.2020.101748
https://doi.org/10.1002/pa.2623
https://www.livescience.com/first-case-coronavirus-found.html
https://www.marketwatch.com/story/heres-how-the-stock-market-has-performed-during-past-viral-outbreaks-as-chinas-coronavirus-spreads-2020-01-22
https://www.urdupoint.com/en/business/economic-decline-reversal-vital-for-brics-as-989148.html
https://www.imf.org/en/Publications/WEO/Issues/2021/03/23/world-economic-outlook-april-2021
https://doi.org/10.2139/ssrn.2988673
http://www.nkibrics.ru/posts/show/5ecfd0a66272691715a70000
https://www.ineteconomics.org/perspectives/blog/brics-to-play-a-leading-role-in-driving-future-global-economic-growth
https://economictimes.indiatimes.com/wealth/invest/stock-market-hit-by-coronavirus-reasons-for-turmoil-what-equity-investors-should-do-now/articleshow/74623291.cms
http://www.lse.ac.uk/europeanInstitute/research/hellenicObservatory/pdf/4th_%20Symposium/PAPERS_PPS/APPLIED_ECONOMICS/NEOKOSMIDIS.pdf
https://www.outlookindia.com/website/story/world-news-one-year-ago-first-covid-case-was-reported-in-china-heres-how-the-horror-unfolded/364599
https://doi.org/10.1991/jefa.v2i1.a11
https://doi.org/10.1177/2394901517730734
https://doi.org/10.1016/j.aebj.2016.10.003
https://doi.org/10.11130/jei.2013.28.3.441
https://doi.org/10.1016/j.jbusres.2021.01.061
https://unctad.org/system/files/official-document/osg2020d1_en.pdf
https://doi.org/10.1155/S1173912604000136

🏷新興国株に連動するインデックス銘柄の特徴

画像 1

S&P BRIC 40の特徴と重要性

S&P BRIC 40は、ブラジル、ロシア、インド、中国の主要企業に露出する機会を提供する。この指数は流動性の高い株式を通じて取引され、Top 10 Constituentsには各国の主要企業が含まれる。BRICS株式市場におけるテクニカル分析は重要であり、リスク管理やヘッジ戦略の開発に役立つ。
S&P BRIC 40 | S&P Dow Jones Indices - S&P Global
画像

BRICS指数とマルチアセット戦略のポートフォリオ構築の重要性

BRICS指数とマルチアセット戦略を組み合わせた投資ポートフォリオは、Markowitzの平均分散モデルを使用して構築され、危機期にポートフォリオの弾力性を高めることが示されている。このポートフォリオは、調整されたシャープレシオやValue at Riskなどの指標で優れたパフォーマンスを発揮し、リスク管理の観点から重要性が高まっている。さらに、新興市場債券ETFや暗号通貨などの多様な資産クラスを組み込むことで、投資家はリスクリターンのトレードオフを向上させることができる。
businessperspectives.org
画像
copy url
source logobusinessperspectives.org
Aboura, S., Chevallier, J., Jammazi, R., & Tiwari, A. K. (2016). The place of Gold in the cross–market dependencies. Studies in Nonlinear Dynamics and Econometrics, 20(5), 567-586.
Akyildirim, E., Aysan, A. F., Cepni, O., & Darendeli, S. P. C. (2021). Do Investor Sentiments Drive Cryptocurrency Prices? Economics Letters, 206, 109980.
Alquist, Ron, & Olivier Gervais. (2013). The Role of Financial Speculation in Driving the Price of Crude Oil. The Energy Journal, 34, 35-54.
Artzner, P., Delbaen, F., Eber, J., & Heath, D. (1999). Coherent Measures of Risk. Mathematical Finance, 9(3), 203-228.
Batista, D., & Alves, C. (2021). Analysis of Bitcoin’s Impact on the Efficiency of a Diversified Portfolio for Brazilian Investors. Revista Brasileira de Gestão de Negócios, 23(2), 353-369.
Benartzi, S., & Thaler, R. H. (2001). Naive Diversification Strategies in Defined Contribution Saving Plans. The American Economic Review, 91(1), 79-98.
Bessler, W., & Wolff, D. (2015). Do Commodities Add Value in Multiasset Portfolios? An Out-of-Sample Analysis for Different Investment Strategies. Journal of Banking & Finance, 60.
Bredin, D. , Conlon, T & Poti, V. (2015). Does gold glitter in the long run? Gold as a hedge and safe haven across time and investment horizon. International Review of Financial Analysis, 41, 320-328.
Brinson, G. P., Singer, B. C. J., & Beebower, G. L. (1991). Determinants of Portfolio Performance II: An Update. Financial Analysts Journal, 47(3), 40-48.
Brown, J. R., Liang, N., & Weisbenner, S. J. (2007). Individual account investment options and portfolio choice: Behavioral lessons from 401(k) plans. Journal of Public Economics, 91(10), 1992-2013.
Buchanan, B., English, P., & Gordon, R. A. (2011). Emerging market benefits, instability, and the rule of law. Emerging Markets Review, 12(1), 47-60.
Burdorf, T., & Van Vuuren, G. (2018). An evaluation and comparison of Value at Risk and Expected Shortfall. Investment Management & Financial Innovations, 15(4),17-34.
Clark, S. L., Dickson, M., & Neale, F. R. (2016). Portfolio Diversification Effects of Catastrophe Bonds. Social Science Research Network.
Corbet, S., Meegan, A., Larkin, C., Lucey, B., & Yarovaya, L. (2018). Exploring the dynamic relationships between cryptocurrencies and other financial assets. Economics Letters, 165, 28-34.
Dong, X., Li., C & Yoon, S. (2021). How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. North American Journal of Economics and Finance, 58.
Drobetz, W., Schröder, H., & Tegtmeier, L. (2020). The role of catastrophe bonds in an international multiasset portfolio: Diversifier, hedge, or haven? Finance Research Letters, 33, 101198.
Favre, L., & Galeano, J. (2002). Mean-Modified Value-at-Risk Optimization with Hedge Funds. The Journal of Alternative Investments, 5(2), 21-25.
Gupta, N., Mitra, P., & Banerjee, D. (2023). Cryptocurrencies and traditional assets: Decoding the analogy from emerging economies with crypto usage. Investment Management and Financial Innovations, 20(1), 1-13.
Jeribi, A., Jena, S.K. & Lahiani, A. (2021). Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? Evidence from the NARDL approach. International Journal of Financial Studies, 9(3), Article 33.
Kish, R. J. (2016). Catastrophe bonds: risk offsets with diversification and high returns. Financial Services Review, 25(3), 303-329.
Koziuk, V. (2022). What do cross-country Bitcoin holdings tell us? Monetary and institutional discontent vs. financial development. Investment Management and Financial Innovations, 19(1), 168-185.
Kryzanowski, L., Zhang, J., & Zhong, R. (2018). Currency Hedging of International Bond Portfolios: Effects of Unconventional Monetary Policy Regimes. Social Science Research Network.
Litzenberger, R. H., Beaglehole, D. R., & Reynolds, C. E. (1996). Assessing catastrophe reinsurance-linked securities as a new asset class. Journal of Portfolio Management, 23(5), 76-86.
Ma, Y., Qiang J., & Jiaofeng, P. (2019). Oil financialisation and volatility forecast: Evidence from multidimensional predictors. Journal of Forecasting, 38, 564-581.
Maillard, D. (2018). Adjusted Sharpe Ratio: Some Caveats. Social Science Research Network.
Maillard, S., Roncalli, T., & Teiletche, J. (2010). The Properties of Equally Weighted Risk Contribution Portfolios. The Journal of Portfolio Management, 36(4), 60-70.
Majumder, D. (2012). When the market becomes inefficient: Comparing BRIC markets with markets in the USA. International Review of Financial Analysis, 24, 84-92.
Markowitz, H. (1952). Portfolio selection. Journal of Finance, 7(1), 77-91.
Mausser, H., & Romanko, O. (2014). Computing equal risk contribution portfolios. IBM Journal of Research and Development, 58(4), 5:1-5:12.
Moulya, V. H., Mohammadi, A., & Mallikarjunappa, T. (2019). Optimal Vs. 1/N Diversification and Portfolio Evaluation: A study on Indian Stock Market. Asian Journal of Management.
Naeem, M., Pham, L., Senthilkumar, A., & Karim, S. A. (2022). Oil shocks and BRIC markets: Evidence from extreme quantile approach. Energy Economics, 108, 105932.
Namita Rajput and Sufiya (2022). Impact of COVID-19 on financial integration: Study on BRICS. Investment Management and Financial Innovations, 19(2), 119-129.
Nissanke, M. (2012). Commodity Market Linkages in the Global Financial Crisis: Excess Volatility and Development Impacts. Journal of Development Studies, 48(6), 732-750.
Núñez-Mora, J. A., & Sánchez-Ruenes, E. (2020). Generalised hyperbolic distribution and portfolio efficiency in energy and stock markets of BRIC countries. International Journal of Financial Studies, 8(4), 1-14.
Peskin, S. K. (2018). Evaluating Multiasset Strategies. The Journal of Portfolio Management, Multiasset special issue, 44(2), 40-49.
Pézier, J., & White, A. R. (2008). The Relative Merits of Alternative Investments in Passive Portfolios. The Journal of Alternative Investments, 10(4), 37-49.
Qu, B., Zhou, Q., Xiao, J. Q., Liang, J., & Suganthan, P. N. (2017). Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods. Mathematical Problems in Engineering, 1-14.
Ren, X., Wang, R., Duan, K., & Chen, J. (2021). Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with Gold. Research in International Business and Finance, 62, 101672.
Shahzad, S. J. H., Bouri, E., Rehman, M. U., & Roubaud, D. (2021). The hedge asset for BRICS stock markets: Bitcoin, Gold, or VIX. The World Economy, 45(1), 292-316.
Sterge, A. J., & Van Der Stichele, B. (2016). Understanding Cat Bonds. The Journal of Alternative Investments, 19(1), 27-40.
Vidal-García, J., & Vidal, M. (2022). Modified Sharpe Ratio. Social Science Research Network.
Vo, X. V., & Chu, T. M. C. (2019). Do foreign shareholders improve corporate earnings quality in emerging markets? Evidence from Vietnam. Cogent Economics & Finance, 7(1), 1698940.
Vo, X. V., & Tran, T. H. (2020). Modelling volatility spillovers from the U.S. equity market to ASEAN stock markets. Pacific-Basin Finance Journal, 59, 101246.
Wang, Lu, Feng Ma, Tianjiao Niu, & Chengting He. (2020). Crude oil and BRICS stock markets under extreme shocks: New evidence. Economic Modelling 86, 54-68.
Wang L, Ahmad F, Luo GL, Umar M, Kirikkaleli D. (2022). Portfolio optimisation of financial commodities with energy futures. Annals of Operations Research, 313(1), 401-439.
Wu, C. & Pandey, V. (2014). The value of Bitcoin in enhancing the efficiency of an investor’s portfolio. Journal of Financial Planning, 27, 44-52.
Zhang, Y., & Jing Wang. (2015). Exploring the WTI crude oil price bubble process using the Markov regime-switching model. Physica A: Statistical Mechanics and its Applications, 421, 377-87.
copy url
source logosciencedirect.com
Economic Analysis and Policy
Volume 76
A time-varying copula approach to oil and stock market dependence: The case of transition economies
The impact of oil price uncertainty on GCC stock markets
The impact of oil-market shocks on stock returns in major oil-exporting countries
Oil prices, exchange rates and emerging stock markets
Oil price risk , emerging stock markets
Hedging stocks with oil
Speculators, commodities and cross-market linkages
Pricing and hedging in incomplete markets
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
The impact of global oil price shocks on the Lebanese stock market
Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests
Oil prices and the stock prices of alternative energy companies
International stock market comovement in time and scale outlined with a thick pen
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis
The impact of crude oil prices on financial market indicators: Copula approach
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
Oil price movements and stock market revisited: A case of sector stock price indexes in the G7 countries
A fresh look at integration of risks in the international stock markets: A wavelet approach
Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications
Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia
Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis
COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach
Modelling the impact of oil prices on Vietnam’s stock prices
Gold and oil futures markets: Are markets efficient? Appl
Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms
Oil price asymmetric effects: Answering the puzzle in international stock markets
Oil prices, exchange rates and stock markets under uncertainty and regime-switching
Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies
Extreme dependence and risk spillovers between oil and Islamic stock markets
Asymmetric volatility spillovers between crude oil and international financial markets
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries
Application of an ARFIMA Model to Estimate Hepatitis C Epidemics in Henan, China
View full text
copy url
source logo
copy url
source logospglobal.com
copy url
source logofranklintempleton.com
1
2
3
4
5
6
7
1.
2.
3.
4.
5.
6.
7.

🏷投資家への提言と展望

画像 1

インドの株式パフォーマンスを比較する研究の要約

本研究では、インドのBSEに上場しているFMCGおよびCD企業の株式パフォーマンスを比較し、多基準決定フレームワークを使用して分析を行っています。結果から、Avanti Feeds Ltd.、Hindustan Unilever Ltd.、Procter & Gamble Hygiene & Health Care Ltd.などが上位を占め、市場価値が高い企業が良いパフォーマンスを示していることが明らかになりました。

インドの株式パフォーマンスを比較する研究からの考察

この研究から、市場価値が高い企業が良いパフォーマンスを示す傾向が見られます。また、多基準決定フレームワークを使用することで、収益見通し、市場中心のリスク、市場の認識、モメンタム、基準パフォーマンスなどの要素を総合的に評価しています。投資家にとっては、このような研究結果を参考にして、将来の投資戦略を検討する際に役立つ情報となります。

BRICS諸国の株式市場予測における線形回帰と人工ニューラルネットワークハイブリッドモデルの使用

BRICS諸国の株式市場におけるマクロ経済変数と株価指数値との関係を特定する研究が行われました。線形回帰と人工ニューラルネットワークハイブリッドモデルを使用して、指数値の正確な予測を行い、高い性能を示しました。この研究結果は、ニューラルネットワーク統合モデルが変動の激しい株式市場の予測に有効であることを示しています。

BRICS加盟国における移動平均戦略に基づくテクニカル分析の収益性の検証

BRICS加盟国の株式市場に適用されたテクニカル分析の収益性を調査した研究が行われました。自動取引システムを使用して、テクニカル分析技術を適用したポートフォリオで取引をシミュレートし、収益が投資額を上回ることが示されました。テクニカル分析がファンダメンタル分析を補助し、株式市場で最もダイナミックな企業を特定するのに役立つことが明らかになりました。
  • A Multi-Criteria Based Stock Selection Framework in Emerging Market
  • worldscientific.com
  • BRICS加盟国における移動平均戦略に基づくテクニカル分析の収益性の検証
  • mdpi.com
copy url
source logomdpi.com
https://doi.org/10.3390/jrfm15020085
Financial Markets in Times of Crisis
volatility
persistence
asymmetry
mean reversion
risk–return
BRICS
G7
COVID-19
Adrian and Rosenberg 2008
Talwar et al. 2021
Ma et al. 2018
Jin and An 2016
Jin and An 2016
Mashamba and Magweva 2019
Wu 2017
Goudarzi 2013
Guo and Neely 2008
Eizaguirre et al. 2004
Drechsler et al. 2020
International Monetary Fund 2018
International Monetary Fund 2016
Fama
1970
Elyasiani and Mansur 2017
Mobarek 2009
Mandimika and Chinzara 2012
Hussain et al. 2019
Mukhodobwane et al. 2020
Fama
1970
Wong 2014
Baker and Wurgler 2006
Daniel and Hirshleifer 2015
Fama
1970
Beg and Anwar 2012
Wang and Yang 2018
Wang and Yang 2018
Su and Wang 2019
Clark
1973
Tauchen and Pitts
1983
Andersen
1996
Zaffaroni
2004
Campbell and Hentschel
1992
Bekaert and Wu
2000
Backus and Gregory
1993
Campbell
1993
Glosten et al.
1993
Duffee
2002
Dzieliński et al.
2018
Chen et al.
2020
Gimpel
2007
Schwarz et al.
1991
Gimpel 2007
Guiso et al. 2018
Kondor and Vayanos 2019
Trypsteen 2017
Lettau and Ludvigson
2001
Whitelaw
1994
Balios
2008
Koutmos
1993
Koutmos 1993
Ghysels et al. 2016
Glosten et al.
1993
Goyal
2000
Engle and Patton
2007
Goyal
2000
Goyal
2000
Alberg et al.
2008
Frijns et al.
2010
Kumar and Dhankar
2010
Xue and Gençay
2012
Bohl et al.
2016
Aslanidis et al.
2016
Dedi and Yavas
2016
Yavas and Dedi
2017
Schmitt and Westerhoff
2017
Chatzikonstanti
2017
Asai et al.
2017
Wang et al.
2017
Eraker and Wu
2017
Goldman and Shen
2018
Tsuji
2018
Wang and Yang
2018
Baur and Dimpfl
2018
Mallikarjuna and Rao
2019
Narwal et al.
2018
Dicle
2019
Adrian et al.
2019
Borup and Jakobsen
2019
Aliyev et al.
2020
Bekaert and Harvey
1997
Bose
2007
Kasman
2009
Chinzara and Aziakpono
2009
Adu et al.
2015
Hemavathy and Gurusamy
2015
Wu
2017
Kuhe
2018
Kuhe
2018
Naik et al.
2018
Lin
2018
De Gaetano
2018
Hussain et al.
2019
Hussain et al.
2019
Mallikarjuna and Rao
2019
Mukhodobwane et al.
2020
Caporale et al.
2020
Wei et al.
2020
Chen et al.
2020
Wu
2017
Hussain et al.
2019
Table 1
Christy 2021
Morgan Stanley Capital International 2021
Bollerslev 1986
Glosten et al. 1993
Nelson 1991
Engle
1982
Toggins 2008
Bollerslev et al. 1994
Brooks 2019
Bollerslev et al.
1994
Brooks 2019
Brooks 2019
Brooks 2019
Brooks 2019
Brooks 2019
Engle and Patton
2007
Charteris et al.
2014
Belhoula and Naoui 2011
Shi et al.
2010
De Gaetano 2018
Bai and Perron
2003
Bai and Perron
2003
Table 2
Table 3
Allain-Dupré et al. 2020
Young and Semmler 2011
Ellyatt 2020
Lawlor 2020
Schmeling
2007
Lawlor 2020
Mandimika and Chinzara 2012
Table 2
Table 3
Figure 1
Figure 2
Fama 1970
Table 4
Bai and Perron
2003
Table 4
Table 4
Table 5
Table 6
Adu et al.
2015
Adu et al.
2015
Adu et al.
2015
Lundblad
2007
Goldman and Shen
2018
Dicle
2019
Glosten et al.
1993
Goyal
2000
Kumar and Dhankar
2010
Aslanidis et al.
2016
Wang et al.
2017
Eraker and Wu
2017
Brooks 2019
Alagidede and Panagiotidis 2009
Fama 1970
Bodie et al. 2019
Sutthisit et al. 2012
Madaan and Singh 2019
Black
1976
Christie
1982
Mandimika and Chinzara 2012
Talwar et al. 2021
Guiso et al. 2018
Karmakar 2007
Mandimika and Chinzara 2012
Karmakar 2007
Wu 2017
Karmakar 2007
Bohl and Siklos
2003
Engle and Patton 2007
Mandimika and Chinzara 2012
Poterba and Summers
1988
Engle and Patton 2007
Clark
1973
Tauchen and Pitts
1983
Andersen
1996
Mallikarjuna and Rao
2019
Borup and Jakobsen
2019
Ijumba
2013
Hemavathy and Gurusamy
2015
Kasman 2009
Tsuji 2018
Adu et al.
2015
Sutthisit et al. 2012
Madaan and Singh 2019
Brooks 2019
Engle
1982
Table 7
Table 8
Lo and MacKinlay
1988
Fama
1970
Sutthisit et al. 2012
Madaan and Singh 2019
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
https://read.oecd-ilibrary.org/view/?ref=128_128287-5agkkojaaa&title=The-territorial-impact-of-covid-19-managing-the-crisis-across-levels-of-government
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
https://www.researchgate.net/publication/255588681
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
https://ssrn.com/abstract=1470629
Google Scholar
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
https://www.thebalance.com/top-emerging-market-economies-1979085
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
https://www.cnbc.com/2020/07/24/italian-wine-industry-reels-from-coronavirus-but-hopes-demand-returns.html
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
http://aessweb.com/journal-detail.php?id=5002
https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.200.9567&rep=rep1&type=pdf
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
http://journals.smsvaranasi.com/index.php
https://ssrn.com/abstract=3418148
Google Scholar
https://www.imf.org/en/News/Articles/2015/09/28/04/53/sp020416
Google Scholar
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
https://dc.cbn.gov.ng/cgi/viewcontent.cgi?article=1054&context=jas
Google Scholar
[CrossRef
Google Scholar
[CrossRef
https://www.investec.com/en_za/focus/global-investment-strategy-group/not-all-emerging-markets-are-equal-tread-carefully-when-chasing-returns.html
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
http://store.ectap.ro/articole/1418.pdf
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
[Green Version
https://www.researchgate.net/publication/227430278
https://www.msci.com/market-classification
Google Scholar
[CrossRef
Google Scholar
[CrossRef
https://www.proquest.com/openview
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
https://ssrn.com/abstract=3121229
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
Google Scholar
[CrossRef
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
https://www.man.com/maninstitute/what-is-volatility
https://www.efmaefm.org
Google Scholar
[CrossRef
[Green Version
Google Scholar
[CrossRef
Google Scholar
[CrossRef
Google Scholar
[CrossRef
MacKinnon
1996
Kwiatkowski et al.
1992
MacKinnon
1996
Kwiatkowski et al.
1992
https://creativecommons.org/licenses/by/4.0/
here
copy url
source logospringeropen.com
Open access
Cite this article
2015
1999
1999
2016
1970
1970
1978
1987
1998
1990
1998
2004
2015
1991
1990
2000
2014
2009
1990
1986
1989
1990
1986
1989
2004
2014
2011
2008
2004
2016
2004
1995
2015
1999
1995
2014
1977
2013
1985
2016
1
2015
2017
2015
2016
2015
2016
2010
2016
2010
1991
1936
1991
2005
1999
2005
2007
2007
1992
2011
1999
1999
1961
1992
1966
2014
2008
1985
2012
2014
2015
2016
2016
2013
2009
2014
2010
2000
2015
2014
2015
2016
2016
1961
2006
2005
2
2016
2010
1
3
2
4
4
2
2010
5
6
7
2015
4
5
6
7
2010
http://creativecommons.org/licenses/by/4.0/
copy url
source logoworldscientific.com
STOCK MARKET PREDICTION IN BRICS COUNTRIES USING LINEAR REGRESSION AND ARTIFICIAL NEURAL NETWORK HYBRID MODELS
https://doi.org/10.1142/S0217590821500521
Decision Technologies for Financial Engineering
Decision Technologies for Financial Engineering
HM-SMF: An Efficient Strategy Optimization using a Hybrid Machine Learning Model for Stock Market Prediction
Risk Analysis of Stock Price Indexes of Belt and Road Countries—An Empirical Study Based on the GARCH-VaR Model
Forecasting the Volatility of Stock Market Index Using the Hybrid Models with Google Domestic Trends
Application of sensor data based predictive maintenance and artificial neural networks to enable Industry 4.0
A data-driven approach to RUL prediction of tools
Peri-Net-Pro: the neural processes with quantified uncertainty for crack patterns
Thermogram-based estimation of foot arterial blood flow using neural networks
Mapping themes for the well-being of low-skilled gig workers: Implications for digital platform design
copy url
source logoresearchgate.net
Sanjib Biswas

🖍 考察

結果の確認

BRICS諸国の株式市場に関する調査から得られた主要な結果を振り返ります。BRICS諸国の株式市場は、新興国株に連動するインデックス銘柄や株式に投資する機会を提供しており、投資家にとって魅力的な潜在力を秘めています。これらの市場は、リスクとリターンの関係が顕著であり、投資家は地政学的リスクや市場の変動に対する注意が必要です。また、BRICS株式市場の投資家は、適切なヘッジ計画を実行して投資を保護するための適切な措置を設計すべきであることが示されています。

重要性と影響の分析

得られた結果は、BRICS諸国の株式市場への投資における重要性を示しています。これらの市場は、新興市場の成長潜在性を追求する投資家にとって魅力的であり、ポートフォリオを多様化させる機会を提供しています。投資家はリスク管理を考慮し、投資先を慎重に選択する必要があります。さらに、BRICS指数とマルチアセット戦略を組み合わせた投資ポートフォリオは、リスク管理の観点から重要性が高まっています。投資家は、異なるBRICS国の株式市場の動向を継続的にモニタリングし、リスク管理戦略を構築することが重要です。

ネクストステップの提案

調査から生じた疑問点や未解決の課題に対処するために、次の行動計画を提案します。まず、BRICS諸国の政治的・経済的状況に関するさらなる調査を行い、投資家にとって重要な要素をより詳細に分析する必要があります。また、新興市場債券ETFや暗号通貨などの多様な資産クラスを組み込んだ投資戦略の効果を検証するための研究を推進することが重要です。

今後の調査の方向性

今回の調査における限界点を踏まえて、今後さらに調査すべき新しい調査のテーマとして、BRICS諸国の株式市場における企業の持続可能性や社会的責任に焦点を当てた研究が提案されます。また、異なる産業セクターにおける投資機会やリスクの分析、さらには地域間の相関関係についての調査も重要です。これらのテーマに焦点を当てた研究により、投資家にとってより有益な情報が提供されることが期待されます。

このレポートが参考になりましたか？

あなたの仕事の調査業務をワンボタンでレポートにできます。

無料でリサーチ

📖 レポートに利用された参考文献

検索結果: 21件追加のソース: 0件チャット: 0件

118件の参考文献から21件の情報を精査し、約105,000語の情報を整理しました。あなたは約9時間の調査時間を削減したことになります🎉

調査された文献
118件
精査された情報
21件
整理された情報量
約105,000語
削減された時間
約9時間

🏷 BRICS諸国の株式市場の概要

BRIC ETF: What It Is, Pros and Cons, History - Investopedia
CIVETS is an investing acronym for Colombia, Indonesia, Vietnam, Egypt, Turkey, and South Africa, nations seen as rising emerging markets in the late 2000s.
investopedia.cominvestopedia.com
BRICS: Acronym for Brazil, Russia, India, China, and South Africa
Learn more about the BIC Index, a benchmark that measures the equity market performance of the emerging market indices of Brazil, India, and China. more.
investopedia.cominvestopedia.com
Stock return distribution in the BRICS - ScienceDirect.com
BRIC index returned a striking 450%, compared to the 320% and 98% returns on other emerging and developed markets respectively.
sciencedirect.comsciencedirect.com

🏷 BRICS諸国の株式市場の動向と投資機会

The 3 Best ETFs to Profit From the Rise of the BRICS Bloc - Nasdaq
iShares MSCI Emerging Markets Ex China ETF (EMXC) · WisdomTree Emerging Markets State-Owned Enterprises Fund (XSOE) · SPDR S&P China ETF (GXC).
nasdaq.comnasdaq.com
BRIC ETF List
ETF issuers who have ETFs with exposure to BRIC are ranked on certain investment-related metrics, including estimated revenue, 3-month fund flows, 3-month ...
etfdb.cometfdb.com
How to Invest in BRICS: 10 Top Ways to Invest - Benzinga
10 Top Ways to Invest in BRICS · ETFs · Mutual Funds · Emerging Markets Funds · Stock Market Investments · Currency Markets · Real Estate Investment ...
benzinga.combenzinga.com
Introduction to BRICS and Investment Opportunities - Veri Global
Emerging Market Funds: Some investors prefer to invest in broader emerging market funds that include BRICS nations along with other emerging economies. This ...
veri-global.comveri-global.com
A connectedness analysis among BRICS's geopolitical risks and the ...
Evidence suggests that shocks from geopolitical risks have a considerable impact on emerging economies. Emerging economies are closely linked to developed ...
sciencedirect.comsciencedirect.com

🏷 BRICS諸国の株式市場の相関関係

Testing volatility and relationship among BRICS stock market returns
With this in mind, an attempt has been made to track the stock market's volatility and relationship among the BRICS (Brazil, Russia, India, ...
springer.comspringer.com
Testing volatility and relationship among BRICS stock market returns
With this in mind, an attempt has been made to track the stock market's volatility and relationship among the BRICS (Brazil, Russia, India, ...
nih.govnih.gov
Dynamic Linkages between Brics and Other Emerging Equity Markets
Analyzing stock market interactions between BRICS and select emerging economies, this study employs advanced models to examine return and risk spillovers.
scirp.orgscirp.org
Dynamic linkages between developed and BRICS stock markets
(2017) examined the dynamic correlations and portfolio diversification between the major developed and Brazil-Russia-India-China-South Africa (BRICS) stock ...
researchgate.netresearchgate.net

🏷 新興国株に連動するインデックス銘柄の特徴

Emerging Markets Insights: From BRICS to BRICS+
BRICS+ includes the original five BRIC countries with the addition of Argentina, Egypt, Ethiopia, Iran, Saudi Arabia, and the UAE. 3. Source: ...
franklintempleton.comfranklintempleton.com
S&P BRIC 40 | S&P Dow Jones Indices - S&P Global
The index is designed to offer exposure to four emerging markets: Brazil, Russia, India, and China. All stocks in the S&P BRIC 40 are constituents of the ...
spglobal.comspglobal.com
Decoding Stock Market Strategies: A Deep Dive into BRICS
The research focused on a comprehensive portfolio of stocks across BRICS nations, running them through a simulated trading system. It had its ...
composer.tradecomposer.trade
Enhancing portfolio resilience during crisis periods: Lessons from ...
This paper uses Markowitz's mean-variance model to construct an investment portfolio incorporating multiple assets – BRICS equity indices, Gold, crude oil, ...
businessperspectives.orgbusinessperspectives.org
Dynamic dependence and hedging strategies in BRICS stock ...
The hedging efficacy is assessed for BRIC stocks and aggregated market indices. The results show that the optimal hedge ratios differ by strategy, and hedging ...
sciencedirect.comsciencedirect.com

🏷 投資家への提言と展望

A Multi-Criteria Based Stock Selection Framework in Emerging Market
PDF | The present study aims to compare the stock performances of the Fast Moving Consumer Goods (FMCG) and Consumer Durables (CD) firms at ...
researchgate.netresearchgate.net
STOCK MARKET PREDICTION IN BRICS COUNTRIES USING ...
This study aims to identify the relationship between macroeconomic variables and the stock market index values of BRICS and generate accurate ...
worldscientific.comworldscientific.com
Examination of the profitability of technical analysis based on ...
In this paper, we investigated the profitability of technical analysis as applied to the stock markets of the BRICS member nations.
springeropen.comspringeropen.com
A Comparative Analysis of the Nature of Stock Return Volatility in ...
To fill this gap, this study comparatively examined the nature of stock return volatility in developed G7 and emerging BRICS markets. Broad ...
mdpi.commdpi.com

📖 レポートに利用されていない参考文献

検索結果: 40件追加のソース: 0件チャット: 0件
Investing in BRIC ETFs / BRIC ETF Lists - Emerging Market Skeptic
A list of BRIC ETFs (Brazil, Russia, India and China) or related ETFs consists of the iShares MSCI BRIC Index Fund ETF (NYSEARCA: BKF) from iShares tracking ...
emergingmarketskeptic.comemergingmarketskeptic.com
MSCI BRIC Index - ETF Tracker
See all ETFs tracking the MSCI BRIC Index, including the cheapest and the most popular among them. Compare their price, performance, expenses, and more.
etfdb.cometfdb.com
Pros and Cons of BRICS ETFs - Investopedia
BRICS ETFs offer exposure to important emerging markets in a single fund, providing convenient access to stocks and bonds from these countries.
investopedia.cominvestopedia.com
iShares BIC 50 UCITS ETF | BRIC - BlackRock
The Fund seeks to track the performance of an index composed of 50 of the largest Brazilian, Indian, and Chinese ("BIC") companies.
blackrock.comblackrock.com
Indices and ETFs targeting BRIC countries - Quantilia
BRIC ETFs on the market include the iShares MSCI BRIC ETF ... index providers offer exposure to stocks in non-BRIC emerging markets. The Columbia Beyond BRICs ETF ...
quantilia.comquantilia.com
Build up your portfolio with BRICS - CNN
Investing in BRICS via ETFs ... For US investors, the easiest and least expensive way to invest in BRICS is through an exchange-traded fund (ETF).
cnn.comcnn.com
iShares MSCI BIC ETF | BKF
The iShares MSCI BIC ETF seeks to track the investment results of an index composed of Chinese equities that are available to international investors, and ...
ishares.comishares.com
BRICS, emerging markets, and the world economy - Oxford Academic
This chapter aims to analyse the global economic implications of the rise of BRICS (defined as Brazil, India, China, and South Africa) and emerging markets, ...
oup.comoup.com
BRICS Nations and the Future of Emerging Markets
Panelists discuss takeaways from the fifteenth annual summit of BRICS nations (Brazil, Russia, India, China, and South Africa), ...
cfr.orgcfr.org
Jim O'Neill: Is the Emerging World Still Emerging? – IMF F&D
The year 2021 marks the 20th anniversary of my coining the acronym “BRICs” to summarize the likely rising economic relevance of Brazil, Russia, India, and China ...
imf.orgimf.org
Emerging market - Wikipedia
The ten largest emerging economies by nominal GDP are 5 of the 10 BRICS countries (Brazil, Russia, India, China, and Saudi Arabia) along with Indonesia ...
wikipedia.orgwikipedia.org
What is BRICS, which countries want to join and why? - Reuters
The BRICS group of major emerging economies - Brazil, Russia, India, China ... Global equity market-neutral hedge funds shine April 23, 2024. New ...
reuters.comreuters.com
Private Equity in Emerging Markets: Stacking Up the BRICs - Jstor
equity market among the BRIC nations. The analysis confirms that in order to develop a flourishing private equity industry, an emerging market country not only.
jstor.orgjstor.org
BRICS countries - Statistics & Facts - Statista
The BRICS bloc (Brazil, Russia, India, China, South Africa) is the most influential union of developing economies in the world and is increasingly considered ...
statista.comstatista.com
Quantile and asymmetric return connectedness among BRICS stock ...
We investigate the quantile and asymmetric return connectedness among the BRICS stock exchanges between 1 January 2002 and 31 December 2022.
sciencedirect.comsciencedirect.com
[PDF] Description of the BRICs Nifty 50 Emerging Markets Index
The BRICs Nifty 50 Emerging Markets Index (the “Index”) is designed to provide investors with a synthetic exposure to shares of companies ...
spglobal.comspglobal.com
A cross-country and country-specific modelling of stock market ...
The study finds that equity market and money supply do not impact the economic growth of each BRICS, whereas market capitalization significantly ...
nih.govnih.gov
Economic Performance and Stock Market Integration in BRICS and ...
The results of this study confirm that stock markets follow an integration process and that moderately integrated markets may have the same risk factors.
mdpi.commdpi.com
Investing in Emerging Markets - NerdWallet
Emerging markets are developing countries with volatile, fast-growing economies. Investing in emerging markets can be a way to diversify ...
nerdwallet.comnerdwallet.com
Investing in BRICS: Understanding the Emerging Market powerhouses
Many investors intrigued by potential investing opportunities in the developing world often cast their eyes on BRICS.
directorstalk.netdirectorstalk.net
Brics: How not to build an investment bloc - portfolio institutional
This could create a wider variety of investment opportunities in the emerging market space, DeVito says. “We expect enhanced investment ...
portfolio-institutional.co.ukportfolio-institutional.co.uk
Country Risk Ratings and Stock Market Returns in Brazil, Russia ...
This study examines the linkages between Brazil, Russia, India, and China (BRICS) stock market returns, country risk ratings, and international factors via ...
mdpi.commdpi.com
[PDF] Managing Political Risk in Emerging Markets
This article seeks to build a deeper understanding of political risks likely to be encountered by private equity investors in emerging markets by examining a ...
globalprivatecapital.orgglobalprivatecapital.org
(PDF) The dynamics of BRICS's country risk ratings and domestic ...
The paper aims at investigating the relationships among the economic, financial and political country risk ratings of the BRICS and relating those risk factors ...
researchgate.netresearchgate.net
New insights into the role of global factors in BRICS stock markets
Our empirical results show that the effects of gold prices and global stock market volatility on BRICS stock prices are more significant in the long run than in ...
sciencedirect.comsciencedirect.com
Political and productive capacity characteristics as outward foreign ...
This study adopted ICRG political risk data to estimate the political stability effect on OFDI in BRICS countries. Running all 12 subcomponents ...
nature.comnature.com
[PDF] NASDAQ GLOBAL INDEX FAMILY METHODOLOGY
The Nasdaq Global Index Family covers approximately 9,000 large-, mid- and small-cap securities, which are weighted according to their free float adjusted ...
nasdaqomx.comnasdaqomx.com
Are Stock Markets among BRICS Members Integrated? A Regime ...
Financial markets become integrated under market liberalization, and this integration process suggests bigger co-movements between financial markets that can ...
mdpi.commdpi.com
Risk co-movements and portfolio strategies between energy, gold ...
This study applies the parametric and nonparametric approach to examine risk comovement between energy, gold, and BRICS equity markets. Our analysis ...
sciencedirect.comsciencedirect.com
Risk aversion connectedness in developed and emerging equity ...
This study investigates the dynamic connectedness across the variance risk premium in international developed and emerging equity markets ...
nih.govnih.gov
Strategies That Fit Emerging Markets - Harvard Business Review
Companies that choose new markets systematically often use tools like country portfolio analysis and political risk assessment, which chiefly focus on the ...
hbr.orghbr.org
Comovement across BRICS and the US Stock Markets: A Multitime ...
Over the last decade, some papers have used wavelet analysis to assess comovement among the BRICS, emerging and developed stock markets, ...
mdpi.commdpi.com
Commonality in BRICS stock markets' reaction to global economic ...
Thus, making their financial markets more vulnerable to external shocks. This study examines BRICS stock markets' response to global economic policy uncertainty ...
sciencedirect.comsciencedirect.com
[PDF] A comparative analysis of the nature of stock return ... - EconStor
To fill this gap, this study comparatively examined the nature of stock return volatility in developed G7 and emerging BRICS markets. Broad ...
econstor.eueconstor.eu
[PDF] MSCI BIC Index (USD)
The MSCI BIC Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market.
msci.commsci.com
[PDF] Risk-optimisation strategies and co-movement between the BRICS ...
optimisation portfolios outperformed the market-capitalisation index ... addition of BRICS equity to a developed market portfolio will increase the risk-adjusted ...
wits.ac.zawits.ac.za
[PDF] Risk Spillovers between BRICS Stock Markets, US Stock Market ...
This study investigates the correlation between the US stock market, oil prices, gold prices and the stock markets of five emerging markets: Brazil, Russia, ...
lu.selu.se
[PDF] Lessons from BRICS indices and multi asset strategies
Abstract. This paper uses Markowitz's mean-variance model to construct an investment port- folio incorporating multiple assets – BRICS ...
businessperspectives.orgbusinessperspectives.org
Portfolio Optimization in Emerging Markets: Mean and Median ...
This paper uses Markowitz's mean-variance model to construct an investment portfolio incorporating multiple assets – BRICS equity indices, Gold, crude oil, ...
researchgate.netresearchgate.net
[PDF] Contagion Effect among the BRICS Stock Market Indices - CORE
Abstract. This paper deals with Stock market returns of five emerging economies i.e. Brazil, Russia, India, China, and. South Africa (BRICS).
core.ac.ukcore.ac.uk

📊 ドメイン統計

参照ドメイン数: 41引用済み: 17総文献数: 118
1
Favicon for https://sciencedirect.comsciencedirect.com
引用: 3件/ 総数: 15件
引用率: 20.0%
2
Favicon for https://investopedia.cominvestopedia.com
引用: 2件/ 総数: 17件
引用率: 11.8%
3
Favicon for https://researchgate.netresearchgate.net
引用: 2件/ 総数: 5件
引用率: 40.0%
4
Favicon for https://mdpi.commdpi.com
引用: 1件/ 総数: 10件
引用率: 10.0%
5
Favicon for https://franklintempleton.comfranklintempleton.com
引用: 1件/ 総数: 8件
引用率: 12.5%
6
Favicon for https://nih.govnih.gov
引用: 1件/ 総数: 6件
引用率: 16.7%
7
Favicon for https://spglobal.comspglobal.com
引用: 1件/ 総数: 3件
引用率: 33.3%
8
Favicon for https://etfdb.cometfdb.com
引用: 1件/ 総数: 2件
引用率: 50.0%
9
Favicon for https://nasdaq.comnasdaq.com
引用: 1件/ 総数: 2件
引用率: 50.0%
10
Favicon for https://springer.comspringer.com
引用: 1件/ 総数: 2件
引用率: 50.0%
11
Favicon for https://springeropen.comspringeropen.com
引用: 1件/ 総数: 2件
引用率: 50.0%
12
Favicon for https://businessperspectives.orgbusinessperspectives.org
引用: 1件/ 総数: 2件
引用率: 50.0%
13
Favicon for https://benzinga.combenzinga.com
引用: 1件/ 総数: 1件
引用率: 100.0%
14
Favicon for https://veri-global.comveri-global.com
引用: 1件/ 総数: 1件
引用率: 100.0%
15
Favicon for https://worldscientific.comworldscientific.com
引用: 1件/ 総数: 1件
引用率: 100.0%
16
Favicon for https://scirp.orgscirp.org
引用: 1件/ 総数: 1件
引用率: 100.0%
17
Favicon for https://composer.tradecomposer.trade
引用: 1件/ 総数: 1件
引用率: 100.0%
18
Favicon for https://cnn.comcnn.com
引用: 0件/ 総数: 7件
引用率: 0.0%
19
Favicon for https://oup.comoup.com
引用: 0件/ 総数: 3件
引用率: 0.0%
20
Favicon for https://imf.orgimf.org
引用: 0件/ 総数: 3件
引用率: 0.0%
21
Favicon for https://portfolio-institutional.co.ukportfolio-institutional.co.uk
引用: 0件/ 総数: 3件
引用率: 0.0%
22
Favicon for https://reuters.comreuters.com
引用: 0件/ 総数: 2件
引用率: 0.0%
23
Favicon for https://globalprivatecapital.orgglobalprivatecapital.org
引用: 0件/ 総数: 2件
引用率: 0.0%
24
Favicon for https://nature.comnature.com
引用: 0件/ 総数: 2件
引用率: 0.0%
25
Favicon for https://emergingmarketskeptic.comemergingmarketskeptic.com
引用: 0件/ 総数: 1件
引用率: 0.0%
26
Favicon for https://blackrock.comblackrock.com
引用: 0件/ 総数: 1件
引用率: 0.0%
27
Favicon for https://quantilia.comquantilia.com
引用: 0件/ 総数: 1件
引用率: 0.0%
28
Favicon for https://ishares.comishares.com
引用: 0件/ 総数: 1件
引用率: 0.0%
29
Favicon for https://cfr.orgcfr.org
引用: 0件/ 総数: 1件
引用率: 0.0%
30
Favicon for https://wikipedia.orgwikipedia.org
引用: 0件/ 総数: 1件
引用率: 0.0%
31
Favicon for https://jstor.orgjstor.org
引用: 0件/ 総数: 1件
引用率: 0.0%
32
Favicon for https://statista.comstatista.com
引用: 0件/ 総数: 1件
引用率: 0.0%
33
Favicon for https://nerdwallet.comnerdwallet.com
引用: 0件/ 総数: 1件
引用率: 0.0%
34
Favicon for https://directorstalk.netdirectorstalk.net
引用: 0件/ 総数: 1件
引用率: 0.0%
35
Favicon for https://nasdaqomx.comnasdaqomx.com
引用: 0件/ 総数: 1件
引用率: 0.0%
36
Favicon for https://hbr.orghbr.org
引用: 0件/ 総数: 1件
引用率: 0.0%
37
Favicon for https://econstor.eueconstor.eu
引用: 0件/ 総数: 1件
引用率: 0.0%
38
Favicon for https://msci.commsci.com
引用: 0件/ 総数: 1件
引用率: 0.0%
39
Favicon for https://wits.ac.zawits.ac.za
引用: 0件/ 総数: 1件
引用率: 0.0%
40
Favicon for https://lu.selu.se
引用: 0件/ 総数: 1件
引用率: 0.0%
41
Favicon for https://core.ac.ukcore.ac.uk
引用: 0件/ 総数: 1件
引用率: 0.0%

このレポートが参考になりましたか？

あなたの仕事の調査業務をワンボタンでレポートにできます。

無料でリサーチ

新しいテーマを調査する

運営会社サービス概要メディア
  • 📜要約
  • 📊ビジュアライズ
  • 🖼関連する画像
  • 🔍詳細
    • 🏷BRICS諸国の株式市場の概要
    • 🏷BRICS諸国の株式市場の動向と投資機会
    • 🏷BRICS諸国の株式市場の相関関係
    • 🏷新興国株に連動するインデックス銘柄の特徴
    • 🏷投資家への提言と展望
  • 🖍考察
  • 📚参考文献
    • 📖利用された参考文献
    • 📖未使用の参考文献
    • 📊ドメイン統計