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.
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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.
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