Correlation Dynamics and International Diversification Benefits

By Peter F. Christoffersen, Vihang Errunza, Kris Jacobs, Xisong Jin. 2014

219 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/12c7912c9785748c6b9d1533e5b34aec4057bf76