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Volumn 35, Issue 2, 2011, Pages 403-417

International diversification: A copula approach

Author keywords

Copula; Correlation complexity; Diversification; Downside risk; Systemic risk

Indexed keywords


EID: 77956603561     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.08.020     Document Type: Article
Times cited : (77)

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