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International portfolio diversification: US and Central European equity markets

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Author Info
Gilmore, Claire G.
McManus, Ginette M.
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File URL: http://www.sciencedirect.com/science/article/B6W69-44YF4X1-3/2/37c833eb0c59359ca89ea23911bf7ec3
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Publisher Info
Article provided by Elsevier in its journal Emerging Markets Review.

Volume (Year): 3 (2002)
Issue (Month): 1 (March)
Pages: 69-83
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Handle: RePEc:eee:ememar:v:3:y:2002:i:1:p:69-83

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Web page: http://www.elsevier.com/locate/inca/620356

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  2. Balázs Égert & Evžen Kocenda, 2007. "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series wp861, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  3. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finan," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
  4. Aristeidis Samitas & Dimitris Kenourgios, 2005. "Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies," Finance 0512022, EconWPA. [Downloadable!]
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  6. Rousova, Linda, 2009. "Are the Central European Stock Markets Still Different? A Cointegration Analysis," Discussion Papers in Economics 10993, University of Munich, Department of Economics. [Downloadable!]
  7. Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008. "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper 12788, University Library of Munich, Germany. [Downloadable!]
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  9. Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004. "Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events," The Institute for International Integration Studies Discussion Paper Series iiisdp019, IIIS. [Downloadable!]
  10. Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS. [Downloadable!]
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