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:
Contact details of provider:
Postal: UNIVERSITY OF MANITOBA, DEPARTMENT OF ECONOMICS, WINNIPEG, MANITOBA, CANADA R3T 2N2.
Phone: (204) 474-6239
Fax: (204) 474-7681
Web page: http://umanitoba.ca/faculties/arts/departments/economics/
More information through EDIRC
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 & Francis Journals, vol. 14(17), pages 1225-1231.
- 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.
- 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.
- 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
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.:
- Geert Bekaert & Campbell R. Harvey, 1994.
"Time-Varying World Market Integration,"
NBER Working Papers
4843, National Bureau of Economic Research, Inc.
- Adjaoute, Kpate & Danthine, Jean-Pierre, 2001.
"EMU and Portfolio Diversification Opportunities,"
CEPR Discussion Papers
2962, C.E.P.R. Discussion Papers.
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