Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach.
Autor: | Christoffersen, Peter1, Errunza, Vihang2, Jacobs, Kris3, Langlois, Hugues2 |
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Zdroj: | Review of Financial Studies. Dec2012, Vol. 25 Issue 12, p3711-3751. 41p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |