Is the potential for international diversification disappearing? : a dynamic copula approach
Peter Christoffersen; Vihang Errunza; Kris Jacobs; Hugues Langlois
| Year of publication: |
2012
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|---|---|
| Authors: | Christoffersen, Peter F. ; Errunza, Vihang R. ; Jacobs, Kris ; Langlois, Hugues |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 12, p. 3611-3751
|
| Subject: | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Diversifikation | Diversification | Multivariate Verteilung | Multivariate distribution | Korrelation | Correlation | Industrieländer | Industrialized countries | 1973-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009714147