-
1
-
-
38249005415
-
International stock market linkages: Evidence from the pre- and post-October 1987 period
-
Arshanapalli, B. and J. Doukas, 1993, International stock market linkages: Evidence from the pre- and post-October 1987 period, Journal of Banking and Finance 17, 193-208.
-
(1993)
Journal of Banking and Finance
, vol.17
, pp. 193-208
-
-
Arshanapalli, B.1
Doukas, J.2
-
2
-
-
33645934274
-
Structure and performance: Global interdependence of stock markets around the crash of October 1987
-
Bertero, E. and C. Mayer, 1990, Structure and performance: Global interdependence of stock markets around the crash of October 1987, European Economic Review 34, 1155-1180.
-
(1990)
European Economic Review
, vol.34
, pp. 1155-1180
-
-
Bertero, E.1
Mayer, C.2
-
3
-
-
0000706175
-
Estimating the correlation structure of international share prices
-
Eun, C.S. and B.G. Resnick, 1984, Estimating the correlation structure of international share prices, Journal of Finance 39, 1311-1324.
-
(1984)
Journal of Finance
, vol.39
, pp. 1311-1324
-
-
Eun, C.S.1
Resnick, B.G.2
-
4
-
-
84977720148
-
Exchange rate uncertainty, forward contracts, and international portfolio selection
-
Eun, C.S. and B.G. Resnick, 1988, Exchange rate uncertainty, forward contracts, and international portfolio selection, Journal of Finance 43, 197-215.
-
(1988)
Journal of Finance
, vol.43
, pp. 197-215
-
-
Eun, C.S.1
Resnick, B.G.2
-
5
-
-
0000317039
-
International diversification of investment portfolios: U.S. and Japanese perspectives
-
Eun, C.S. and B.G. Resnick, 1994, International diversification of investment portfolios: U.S. and Japanese perspectives, Management Science 40, 140-161.
-
(1994)
Management Science
, vol.40
, pp. 140-161
-
-
Eun, C.S.1
Resnick, B.G.2
-
6
-
-
0000369716
-
Sources of risk and expected returns in global equity markets
-
Ferson, W.E. and C.R. Harvey, 1994, Sources of risk and expected returns in global equity markets, Journal of Banking and Finance 18, 775-803.
-
(1994)
Journal of Banking and Finance
, vol.18
, pp. 775-803
-
-
Ferson, W.E.1
Harvey, C.R.2
-
7
-
-
84977728443
-
Gains from international diversification: 1968-85 Returns on portfolios of stocks and bonds
-
Grauer, R.R. and N.H. Hakansson, 1987, Gains from international diversification: 1968-85 Returns on portfolios of stocks and bonds, Journal of Finance 42, 721-741.
-
(1987)
Journal of Finance
, vol.42
, pp. 721-741
-
-
Grauer, R.R.1
Hakansson, N.H.2
-
8
-
-
0000822996
-
Internationally diversified portfolios: Welfare gains and capital flows
-
Grubel, H., 1968, Internationally diversified portfolios: Welfare gains and capital flows, American Economic Review 58, 1299-1314.
-
(1968)
American Economic Review
, vol.58
, pp. 1299-1314
-
-
Grubel, H.1
-
10
-
-
21144469864
-
Risk reduction by diversification in the Nordic stock markets
-
Haavisto, T. and B. Hansson, 1992, Risk reduction by diversification in the Nordic stock markets, Scandinavian Journal of Economics 94, 581-588.
-
(1992)
Scandinavian Journal of Economics
, vol.94
, pp. 581-588
-
-
Haavisto, T.1
Hansson, B.2
-
11
-
-
84977722638
-
The world price of covariance risk
-
Harvey, C.R., 1991, The world price of covariance risk, Journal of Finance 46, 111-157.
-
(1991)
Journal of Finance
, vol.46
, pp. 111-157
-
-
Harvey, C.R.1
-
14
-
-
84977349574
-
Performance hypothesis testing with the Sharpe and Treynor measures
-
Jobson, J.D. and B. Korkie, 1981a, Performance hypothesis testing with the Sharpe and Treynor measures, Journal of Finance 36, 889-908.
-
(1981)
Journal of Finance
, vol.36
, pp. 889-908
-
-
Jobson, J.D.1
Korkie, B.2
-
16
-
-
0000662045
-
International portfolio diversification with estimation risk
-
Jorion, P., 1985, International portfolio diversification with estimation risk, Journal of Business 58, 259-278.
-
(1985)
Journal of Business
, vol.58
, pp. 259-278
-
-
Jorion, P.1
-
18
-
-
0002838292
-
Asset allocation with hedged and unhedged foreign stocks and bonds
-
Jorion, P., 1989, Asset allocation with hedged and unhedged foreign stocks and bonds, Journal of Portfolio Management, 49-54.
-
(1989)
Journal of Portfolio Management
, pp. 49-54
-
-
Jorion, P.1
-
20
-
-
0000346676
-
International investment diversification before and after the October 19, 1987 stock market crisis
-
Le, S.V., 1991, International investment diversification before and after the October 19, 1987 stock market crisis, Journal of Business Research 22, 305-310.
-
(1991)
Journal of Business Research
, vol.22
, pp. 305-310
-
-
Le, S.V.1
-
21
-
-
84885961837
-
International portfolio diversification: Multivariate analysis for a group of Latin American countries
-
Lessard, D., 1973, International portfolio diversification: Multivariate analysis for a group of Latin American countries, Journal of Finance 28, 619-33.
-
(1973)
Journal of Finance
, vol.28
, pp. 619-633
-
-
Lessard, D.1
-
22
-
-
0002644611
-
World, country, and industry relationships in equity returns: Implications for risk reduction through international diversification
-
Lessard, D., 1976, World, country, and industry relationships in equity returns: Implications for risk reduction through international diversification, Financial Analysts Journal 32, 32-38.
-
(1976)
Financial Analysts Journal
, vol.32
, pp. 32-38
-
-
Lessard, D.1
-
23
-
-
0000867768
-
International diversification of investment portfolios
-
Levy, H. and M. Sarnat, 1970, International diversification of investment portfolios, American Economic Review 60, 668-75.
-
(1970)
American Economic Review
, vol.60
, pp. 668-675
-
-
Levy, H.1
Sarnat, M.2
-
24
-
-
0001544624
-
Forward exchange bias, hedging and the gains from international diversification of investment portfolios
-
Levy, H. and K.C. Lim, 1994, Forward exchange bias, hedging and the gains from international diversification of investment portfolios, Journal of International Money and Finance 13, 159-170.
-
(1994)
Journal of International Money and Finance
, vol.13
, pp. 159-170
-
-
Levy, H.1
Lim, K.C.2
-
25
-
-
0002645035
-
An experiment on international diversification
-
Logue, D., 1982, An experiment on international diversification, Journal of Portfolio Management 9, 22-27.
-
(1982)
Journal of Portfolio Management
, vol.9
, pp. 22-27
-
-
Logue, D.1
-
26
-
-
0002525307
-
Is the correlation in international equity returns constant: 1960-90?
-
Longin, F. and B. Solnik, 1995, Is the correlation in international equity returns constant: 1960-90?, Journal of International Money and Finance 14, 3-26.
-
(1995)
Journal of International Money and Finance
, vol.14
, pp. 3-26
-
-
Longin, F.1
Solnik, B.2
-
27
-
-
0002610771
-
Why not diversify internationally?
-
Solnik, B., 1974, Why not diversify internationally?, Financial Analysts Journal 20, 48-54.
-
(1974)
Financial Analysts Journal
, vol.20
, pp. 48-54
-
-
Solnik, B.1
|