On the robustness of international portfolio diversification benefits to regime-switching volatility
Year of publication: |
2009
|
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Authors: | Flavin, Thomas J. ; Panopoulou, Ekaterini |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 19.2009, 1, p. 140-156
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Publisher: |
Elsevier |
Keywords: | Market comovement Shift contagion Financial market crises International portfolio diversification Regime switching |
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On the stability of domestic financial market linkages in the presence of time-varying volatility
Flavin, Thomas J., (2008)
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On the robustness of international portfolio diversification benefits to regime-switching volatility
Flavin, Thomas J., (2009)
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On the stability of domestic financial market linkages in the presence of time-varying volatility
Flavin, Thomas J., (2008)
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