Time-varying integration, the euro and international diversification strategy
Year of publication: |
2008-07
|
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Authors: | Baele, Lieven ; Inghelbrecht, Koen |
Institutions: | Directorate-General Economic and Financial Affairs, European Commission |
Subject: | International portfolio diversification | Country versus Industry Effects | Financial integration | Idiosyncratic risk | Time-Varying Correlations | Regime-switching models | Baele | Inghelbrecht |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 333 58 pages |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets ; C32 - Time-Series Models ; F37 - International Finance Forecasting and Simulation |
Source: |
-
Structural versus Temporary Drivers of Country and Industry Risk
BAELE, L., (2006)
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Structural versus Temporary Drivers of Country and Industry Risk
Baele, Lieven, (2005)
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A dynamic equilibrium of imperfectly integrated financial markets
Coeurdacier, Nicolas, (2008)
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Bekaert, Geert, (2011)
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Bekaert, Geert, (2013)
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Baele, Lieven, (2014)
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