International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. The relationship between daily U.S. and Japanese equity prices: evidence from spot versus future markets;Aggarwal;Journal of Banking and Finance,1994
2. International stock market linkages: evidence from the pre- and post October 1987 period;Arshanapalli;Journal of Banking and Finance,1993
3. Stochastic correlation across international stock markets;Ball;Journal of Empirical Finance,2000
4. Economic determinants of the correlation structure across international equity markets;Bracker;Journal of Economics and Business,1999
5. The interrelationships between U.S. and foreign equity market yields: tests of Granger causality;Cochran;Journal of International Business Studies,1991
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