Robust global stock market interdependencies
نویسندگان
چکیده
منابع مشابه
Robust Global Stock Market Interdependencies
In this paper, we examine the scope for international stock portfolio diversification, from the viewpoint of a United States representative investor, in regard to both the Asian and the European stock markets. Our findings indicate that despite correlation style evidence to the contrary, the European stock markets provide a superior long-term diversification opportunity relative to that provide...
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ژورنال
عنوان ژورنال: International Review of Financial Analysis
سال: 2011
ISSN: 1057-5219
DOI: 10.1016/j.irfa.2011.02.001