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A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market

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  • Chang, Tsangyao
  • Caudill, Steven B.

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  • Chang, Tsangyao & Caudill, Steven B., 2006. "A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market," International Review of Financial Analysis, Elsevier, vol. 15(1), pages 57-67.
    • Handle: RePEc:eee:finana:v:15:y:2006:i:1:p:57-67
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    18. Angelos Kanas, 1999. "A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market," Applied Economics Letters, Taylor & Francis Journals, vol. 6(1), pages 49-53.
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    Cited by:

    1. Lucey, Brian M. & Muckley, Cal, 2011. "Robust global stock market interdependencies," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 215-224, August.
    2. Tsangyao Chang & Yang-Cheng Lu, 2006. "Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle," Economics Bulletin, AccessEcon, vol. 7(4), pages 1-7.
    3. repec:ebl:ecbull:v:7:y:2006:i:4:p:1-7 is not listed on IDEAS
    4. Ahmed, Walid M.A., 2008. "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper 26986, University Library of Munich, Germany.

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