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Diversification Benefits and Exchange‐Rate Changes

Author

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  • Arthur J. Raymond
  • Gordon Weil

Abstract

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Suggested Citation

  • Arthur J. Raymond & Gordon Weil, 1989. "Diversification Benefits and Exchange‐Rate Changes," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(4), pages 455-466, September.
  • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:4:p:455-466
    DOI: 10.1111/j.1468-5957.1989.tb00030.x
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    References listed on IDEAS

    as
    1. Eun, Cheol S & Resnick, Bruce G, 1984. "Estimating the Correlation Structure of International Share Prices," Journal of Finance, American Finance Association, vol. 39(5), pages 1311-1324, December.
    2. Solnik, B H, 1974. "The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure," Journal of Finance, American Finance Association, vol. 29(2), pages 365-378, May.
    3. Adler, Michael & Dumas, Bernard, 1983. "International Portfolio Choice and Corporation Finance: A Synthesis," Journal of Finance, American Finance Association, vol. 38(3), pages 925-984, June.
    4. Agmon, Tamir, 1972. "The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan," Journal of Finance, American Finance Association, vol. 27(4), pages 839-855, September.
    Full references (including those not matched with items on IDEAS)

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