Term structure of return correlations and international diversification: evidence from European stock markets

Author: Pan Ming-Shiun   Liu Y. Angela   Roth Herbert J.  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.7, Iss.2, 2001-06, pp. : 144-164

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract