International bond diversification strategies: the impact of currency, country, and credit risk
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/13518470902872376
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3. Burger, J. D. and Warnock, F. E. 2003. “Diversification, original sin, and international bond portfolios”. Board of Governors of the Federal Reserve System. International Finance Discussion Papers 755
4. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
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