Does Sector Diversification Benefit All Markets?' Analysis of Australian and Indian Markets

Keyphrases

• Australian Market 100%
• Indian Market 100%
• Developed Markets 100%
• Sectoral Diversification 100%
• Diversification Benefits 100%
• International Diversification 100%
• Transaction Costs 50%
• Global Market 50%
• Developed Countries 50%
• Performance Measurement 50%
• Domestic Market 50%
• Low Correlation 50%
• Investment Portfolio 50%
• Asymmetric Dynamic Conditional Correlation 50%
• Out-of-sample Analysis 50%
• Performance Model 50%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 50%

Economics, Econometrics and Finance

• Emerging Economies 100%
• Transaction Costs 33%
• Performance Measurement 33%
• Industrialized Countries 33%
• ARCH Model 33%
• Investors 33%