European Equity Markets and the EMU

Financial Analysts Journal

Volumn 55, Issue 3, 1999, Pages 57-64

  Geert Rouwenhorst, K ^a  

^a YALE SCHOOL OF MANAGEMENT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002681387     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v55.n3.2272     Document Type: Article

References (9)

1. Beckers, Stan, Richard Grinold, Andrew Rudd, and Dan Stefek. 1992. "The Relative Importance of Common Factors across the European Equity Markets." Journal of Banking and Finance, vol. 16, no. 1 (February):75-95.
2. Cooper, Ian, and Evi Kaplanis. 1994. "Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium." Review of Financial Studies, vol. 7, no. 1 (Spring):45-60.
3. French, Kenneth, and James Poterba. 1991. "Investor Diversification and International Equity Markets." American Economic Review, vol. 81, no. 2 (May):222-226.
4. Goldman Sachs Investment Research. 1998. "Sectors versus Country: When Is an Asset Class an Asset Class?" Portfolio Strategy (March 20):21.
5. Griffin, John M., and G. Andrew Karolyi. 1998. "Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies." Journal of Financial Economics., vol. 50, no. 3 (December):351-373.
6. Heston, Steven L., and K. Geert Rouwenhorst. 1994. "Does Industrial Structure Explain the Benefits of Industrial Diversification?" Journal of Financial Economics, vol. 36, no. 1 (August):3-27.
7. _. 1995. "Industry and Country Effects in International Stock Returns." Journal of Portfolio Management, vol. 21, no. 3 (Spring):53-58.
8. Morgan Stanley Dean Witter. 1998. Global Equity and Derivative Markets, vol. 8, no. 6 (June).
9. Tesar, Linda, and Ingrid Werner. 1995. "Home Bias and High Turnover." Journal of International Money and Finance, vol. 14, no. 4 (August):467-492.