Portfolio implications of systemic crises

Journal of Banking and Finance

Volumn 30, Issue 8, 2006, Pages 2347-2369

  Kole, Erik ^a   Koedijk, Kees ^b   Verbeek, Marno ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b ERASMUS UNIVERSITY   (Netherlands)

Author keywords

Asset allocation; International finance; Regime switching models; Systemic risk

Indexed keywords

EID: 33745997350     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.08.006     Document Type: Article

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