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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|Date of creation:||2001|
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- Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE, 2000.
"EMU and Portfolio Diversification Opportunities,"
FAME Research Paper Series
rp31, International Center for Financial Asset Management and Engineering.
- Bekaert, Geert & Harvey, Campbell R, 1995.
" Time-Varying World Market Integration,"
Journal of Finance,
American Finance Association, vol. 50(2), pages 403-444, June.
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