Time-varying correlations and optimal allocation in emerging market equities for the US investors

Author:

Cha Heung-Joo,Jithendranathan Thadavillil

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference45 articles.

1. Information costs and home bias: an analysis of U.S. holdings of foreign equities;Ahearne;Journal of International Economics,2004

2. International asset allocation with regime shifts;Ang;Review of Financial Studies,2002

3. A new approach to measuring financial contagion;Bae;Review of Financial Studies,2003

4. Diversification, integration and emerging market closed-end funds;Bekaert;Journal of Finance,1996

5. The international transmission of stock price disruption in October 1987;Bennett;Federal Reserve Bank of NY Quarterly Review,1988

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