Systemic Risk and International Portfolio Choice
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2004.00717.x/fullpdf
Reference31 articles.
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3. International asset allocation with regime shifts;Ang;Review of Financial Studies,2002
4. Asymmetric correlations of equity portfolios;Ang;Journal of Financial Economics,2002
5. Jumps and stochastic volatility: Exchange rate processes implicit in deutsche mark options;Bates;Review of Financial Studies,1996
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