Globalization and portfolio risk over time: The role of exchange rate
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- Ratner, Mitchell, 1992. "Portfolio diversification and the inter-temporal stability of international stock indices," Global Finance Journal, Elsevier, vol. 3(1), pages 67-77.
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- Vihang Errunza & Ked Hogan & Mao-Wei Hung, 1999. "Can the Gains from International Diversification Be Achieved without Trading Abroad?," Journal of Finance, American Finance Association, vol. 54(6), pages 2075-2107, December.
- Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2003.
"Are correlations of stock returns justified by subsequent changes in national outputs?,"
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Elsevier, vol. 22(6), pages 777-811, November.
- Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2000. "Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?," Working Papers 00-2, University of Pennsylvania, Wharton School, Weiss Center.
- 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 1311-24, December.
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- Kaplanis, Evi & Schaefer, Stephen M., 1991. "Exchange risk and international diversification in bond and equity portfolios," Journal of Economics and Business, Elsevier, vol. 43(4), pages 287-307, November.
- French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
- Mervyn A. King & Sushil Wadhwani, 1989.
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