The dynamics among G7 government bond and equity markets and the implications for international capital market diversification

Research in International Business and Finance

Volumn 22, Issue 2, 2008, Pages 222-245

  Smith, Kenneth L ^a   Swanson, Peggy E ^b  

^a PITTSBURG STATE UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS AT ARLINGTON   (United States)

Author keywords

Cointegration; Correlations; Diversification; Risk adjusted returns

Indexed keywords

EID: 42649138279     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2007.05.003     Document Type: Article

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