International diversification: A copula approach

Journal of Banking and Finance

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

  Chollete, Lorán ^a   de la Peña, Victor ^b   Lu, Ching Chih ^c  

^a UNIVERSITY OF STAVANGER   (Norway)

^b Howard Hughes Medical Institute   (United States)

^c NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

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

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