International Portfolio Diversification and Market Linkages in the Presence of Regime-Switching Volatility
On the robustness of international portfolio diversification benefits to regime-switching volatility
2009 ◽
Vol 19
(1)
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pp. 140-156
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2014 ◽
Vol 12
(1)
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pp. 1
2005 ◽
Vol 15
(2)
◽
pp. 91-106
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