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|
|Date of revision:|
|Contact details of provider:|| Postal: UNIVERSITY OF MANITOBA, DEPARTMENT OF ECONOMICS, WINNIPEG, MANITOBA, CANADA R3T 2N2.|
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- Geert Bekaert & Campbell R. Harvey, 1994.
"Time-Varying World Market Integration,"
NBER Working Papers
4843, National Bureau of Economic Research, Inc.
- Kpate ADJAOUTÉ, & Jean-Pierre DANTHINE, 2000.
"EMU and Portfolio Diversification Opportunities,"
FAME Research Paper Series
rp31, International Center for Financial Asset Management and Engineering.
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