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Correlation dynamics and international diversification benefits
Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - In: International journal of forecasting 30 (2014) 3, pp. 807-824
Persistent link: https://www.econbiz.de/10010516049
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Is the potential for international diversivication disappearing? : a dynamic copula approach
Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - 2012
Persistent link: https://www.econbiz.de/10009667396
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Is the potential for international diversification disappearing?
Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - 2010
Persistent link: https://www.econbiz.de/10009161197
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Is the potential for international diversification disappearing? : a dynamic copula approach
Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - In: The review of financial studies 25 (2012) 12, pp. 3611-3751
Persistent link: https://www.econbiz.de/10009714147
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Correlation dynamics and international diversification benefits
Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - 2013
Persistent link: https://www.econbiz.de/10010226790