On the robustness of international portfolio diversification benefits to regime-switching volatility

Journal of International Financial Markets, Institutions and Money

Volumn 19, Issue 1, 2009, Pages 140-156

  Flavin, Thomas J ^a   Panopoulou, Ekaterini ^b  

^a NATIONAL UNIVERSITY OF IRELAND   (Ireland)

^b UNIVERSITY OF PIRAEUS   (Greece)

Author keywords

Financial market crises; International portfolio diversification; Market comovement; Regime switching; Shift contagion

Indexed keywords

EID: 57649201303     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2007.09.002     Document Type: Article

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