Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach.

Autor: Christoffersen, Peter1, Errunza, Vihang2, Jacobs, Kris3, Langlois, Hugues2
Zdroj: Review of Financial Studies. Dec2012, Vol. 25 Issue 12, p3711-3751. 41p.
Databáze: Business Source Ultimate