Term structure of return correlations and international diversification : evidence from European stock markets
Year of publication: |
2001
|
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Authors: | Pan, Ming-Shiun ; Liu, Y. Angela ; Roth, Herbert J. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 7.2001, 2, p. 144-164
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Zeit | Time | Theorie | Theory | Europa | Europe | USA | United States | Japan | Korrelation | Correlation | 1988-1994 |
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