On the robustness of international portfolio diversification benefits to regime-switching volatility
Year of publication: |
2009
|
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Authors: | Flavin, Thomas J. ; Panopulu, Aikaterinē |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 19.2009, 1, p. 140-156
|
Subject: | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Portfolio-Management | Portfolio selection | International | USA | United States | G7-Staaten | G7 countries |
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