Portfolio Diversification: Alive and well In Euroland
Diversification 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.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||2001|
|Date of revision:|
|Contact details of provider:|| Postal: |
Phone: (204) 474-6239
Fax: (204) 474-7681
Web page: http://umanitoba.ca/faculties/arts/departments/economics/
More information through EDIRC
References listed on IDEAS
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.
When requesting a correction, please mention this item's handle: RePEc:fth:manito:32. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)
If references are entirely missing, you can add them using this form.