Cojumps and asset allocation in international equity markets
Year of publication: |
2019
|
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Authors: | Arouri, Mohamed ; M’saddek, Oussama ; Nguyen, Duc Khuong ; Pukthuanthong, Kuntara |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 98.2019, p. 1-22
|
Subject: | Cojumps | Foreign asset holdings | International diversification | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Portfolio-Investition | Foreign portfolio investment | Welt | World | Aktienmarkt | Stock market | Kapitalmobilität | Capital mobility | Kapitalanlage | Financial investment | Schätzung | Estimation |
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