Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach
Year of publication: |
2012-05-24
|
---|---|
Authors: | Christoffersen, Peter ; Errunza, Vihang ; Jacobs, Kris ; Langlois, Hugues |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Asset allocation | dynamic dependence | dynamic copula | asymmetric dependence |
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