Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?
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More about this item
KeywordsStock Market Correlation; Sector Equity Indices; Euro Portfolio Bias; Euro; GARCH;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-04-13 (All new papers)
- NEP-EEC-2009-04-13 (European Economics)
- NEP-RMG-2009-04-13 (Risk Management)
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