International portfolio diversification : an ICAPM approach with currency risk
Dimitrios Dimitriou and Theodore Simos
| Year of publication: |
2013
|
|---|---|
| Authors: | Dimitriou, Dimitrios ; Simos, Theodore |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, ISSN 1752-0843, ZDB-ID 2425758-8. - Vol. 6.2013, 2, p. 177-189
|
| Subject: | international markets | market integration | financial crises | MGARCH-M specification | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Portfolio-Management | Portfolio selection | Theorie | Theory | Finanzkrise | Financial crisis | Währungsrisiko | Exchange rate risk | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010201086