Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Year of publication: |
2012
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Authors: | Christoffersen, Peter ; Errunza, Vihang ; Jacobs, Kris ; Langlois, Hugues |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 25.2012, 12 (12.11.), p. 3711-3711
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