Time-varying Integration and International diversification strategies

Journal of Empirical Finance

Volumn 16, Issue 3, 2009, Pages 368-387

  Baele, Lieven ^a,b   Inghelbrecht, Koen ^a,b  

^a NETSPAR   (Netherlands)

^b UNIVERSITY COLLEGE GHENT   (Belgium)

Author keywords

Country versus industry effects; Financial integration; Idiosyncratic risk; International portfolio diversification; Regime switching models; Time varying correlations

Indexed keywords

EID: 64649102034     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2008.11.001     Document Type: Article

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