International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets

Journal of Multinational Financial Management

Volumn 16, Issue 4, 2006, Pages 440-458

  Rezayat, Fahimeh ^a   Yavas, Burhan F ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Exogenous shocks; International portfolio diversification; Stock market interdependence

Indexed keywords

EID: 33748175105     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2005.10.002     Document Type: Article

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