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Time-varying integration and international diversification strategies

Lieven Baele (UGent) and Koen Inghelbrecht (UGent)
(2009) JOURNAL OF EMPIRICAL FINANCE. 16(3). p.368-387
Author
Organization
Keywords
International portfolio diversification, Country versus industry effects, Financial integration, Idiosyncratic risk, Time-varying correlations, Regime-switching models

Citation

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Chicago
Baele, Lieven, and Koen Inghelbrecht. 2009. “Time-varying Integration and International Diversification Strategies.” Journal of Empirical Finance 16 (3): 368–387.
APA
Baele, L., & Inghelbrecht, K. (2009). Time-varying integration and international diversification strategies. JOURNAL OF EMPIRICAL FINANCE, 16(3), 368–387.
Vancouver
1.
Baele L, Inghelbrecht K. Time-varying integration and international diversification strategies. JOURNAL OF EMPIRICAL FINANCE. Amsterdam: Elsevier Science; 2009;16(3):368–87.
MLA
Baele, Lieven, and Koen Inghelbrecht. “Time-varying Integration and International Diversification Strategies.” JOURNAL OF EMPIRICAL FINANCE 16.3 (2009): 368–387. Print.
@article{671869,
  author       = {Baele, Lieven and Inghelbrecht, Koen},
  issn         = {0927-5398},
  journal      = {JOURNAL OF EMPIRICAL FINANCE},
  language     = {eng},
  number       = {3},
  pages        = {368--387},
  publisher    = {Elsevier Science},
  title        = {Time-varying integration and international diversification strategies},
  volume       = {16},
  year         = {2009},
}

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