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International Portfolio Diversification: A Multivariate Analysis for a Group of Latin American Countries

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Lessard, Donald R
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 28 (1973)
Issue (Month): 3 (June)
Pages: 619-33
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Handle: RePEc:bla:jfinan:v:28:y:1973:i:3:p:619-33

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  1. Baekin Cha & Yan-leung Cheung, 1998. "The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets," Asia-Pacific Financial Markets, Springer, vol. 5(3), pages 191-209, November. [Downloadable!] (restricted)
  2. Robert Aliber, 1978. "The integration of National financial markets: A review of theory and findings," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 114(3), pages 448-480, September. [Downloadable!] (restricted)
  3. Francisco F. Vázquez & Alicia García-Herrero, 2007. "International Diversification Gains and Home Bias in Banking," IMF Working Papers 07/281, International Monetary Fund. [Downloadable!]
  4. Mansor H. IBRAHIM, 2006. "International Linkage Of Asean Stock Prices: An Analysis Of Response Asymmetries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3). [Downloadable!] (restricted)
  5. Newton Da Costa, Jr & Silvia Nunes & Paulo Ceretta & Sergio Da Silva, 2005. "Stockmarket comovements revisited," Economics Bulletin, Economics Bulletin, vol. 7(3), pages 1-9. [Downloadable!]
  6. Rolf Mirus, 1980. "Opportunities for Portfolio Diversification," Canadian Public Policy, University of Toronto Press, vol. 6(s1), pages 236-244, February. [Downloadable!] (restricted)
  7. Michael E. Drew & Leonard Chong, 2002. "Stock Market Interdependence: Evidence from Australia," School of Economics and Finance Discussion Papers and Working Papers Series 106, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  8. Michael Wegener & Göran Kauermann, 2008. "Examining heterogeneity in implied equity risk premium using penalized splines," AStA Advances in Statistical Analysis, Springer, vol. 92(1), pages 35-56, February. [Downloadable!] (restricted)
  9. Henry, Peter B., 2006. "Capital Account Liberalization: Theory, Evidence, and Speculation," Research Papers 1951, Stanford University, Graduate School of Business. [Downloadable!]
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  10. Gagnon, Louis & Karolyi, G. Andrew, 2006. "Price and Volatility Transmission across Borders," Working Paper Series 2006-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
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