The Impact of Euro on Sectoral Equity Returns and Portfolio Risk
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Bibliographic InfoArticle provided by Springer in its journal International Advances in Economic Research.
Volume (Year): 17 (2011)
Issue (Month): 2 (May)
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Web page: http://www.springerlink.com/link.asp?id=112112
Diversification; Volatility spillover; GARCH-M; G11; C22; C01;
Find related papers by JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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