International portfolio diversification: An ICAPM approach with currency risk
Year of publication: |
2012-11-08
|
---|---|
Authors: | Dimitriou, Dimitrios ; Simos, Theodore |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | international markets | market integration | financial crises | MGARCH specification |
-
Measuring financial market integration in the European Union: EU15 vs. New Member States
Pungulescu, Crina, (2013)
-
Gulati, Anand B., (2013)
-
Al-Mohamad, Somar, (2020)
- More ...
-
Dimitriou, Dimitrios, (2011)
-
Dimitriou, Dimitrios, (2011)
-
Dimitriou, Dimitrios, (2011)
- More ...