Portfolio Diversification: Alive and well In Euroland
AbstractDiversification opportunities in Euroland appear to have improved significantly since the dvent of the euro, thus invalidating the prospects identified in the last years of the convergence-to-EMU period. We identify hwo frequency movements in the time series of return dispersions suggestive of cycles and long swings in return correlations.
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Bibliographic InfoPaper provided by Manitoba - Department of Economics in its series Papers with number 32.
Length: 17 pages
Date of creation: 2001
Date of revision:
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Postal: UNIVERSITY OF MANITOBA, DEPARTMENT OF ECONOMICS, WINNIPEG, MANITOBA, CANADA R3T 2N2.
Phone: (204) 474-6239
Fax: (204) 261-0090
Web page: http://www.umanitoba.ca/faculties/arts/economics/
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FINANCIAL MARKET ; PORTFOLIO DIVERSIFICATION;
Other versions of this item:
- Kpate Adjaoute & Jean-Pierre Danthine, 2004. "Portfolio diversification: alive and well in Euro-land!," Applied Financial Economics, Taylor and Francis Journals, vol. 14(17), pages 1225-1231.
- Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and well in Euroland !," Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP) 01.08, Université de Lausanne, Faculté des HEC, DEEP.
- Kpaté ADJAOUTE & Jean-Pierre DANTHINE, 2001. "Portfolio Diversification: Alive and Well in Euroland!," FAME Research Paper Series rp32, International Center for Financial Asset Management and Engineering.
- Adjaoute, Kpate & Danthine, Jean-Pierre, 2001. "Portfolio Diversification: Alive and Well in Euroland!," CEPR Discussion Papers 3086, C.E.P.R. Discussion Papers.
- F30 - International Economics - - International Finance - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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