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International Diversification: A Copula Approach

Author

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  • Chollete, Loran

    (University of Stavanger)

  • Pena, Victor de la

    (Columbia University)

  • Lu, Ching-Chih

    (National Chengchi University)

Abstract

No abstract is available for this item.

Suggested Citation

  • Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih, 2009. "International Diversification: A Copula Approach," UiS Working Papers in Economics and Finance 2009/27, University of Stavanger.
    • Handle: RePEc:hhs:stavef:2009_027
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    More about this item

    Keywords

    Diversification; Copula; Correlation Complexity; Downside Risk; Systemic Risk;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • F30 - International Economics - - International Finance - - - General
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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