An analysis of equity markets cointegration in the european sovereign debt crisis
A simplified presentation of an empirical finding in the portfolio diversification literature is that diversifying across countries is more effective in reducing risks than diversifying across industries. While the linear approach is not designed to capture a significant integration, this is not the cas...
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| Format: | article |
| Language: | eng |
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2014
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| Online Access: | https://ciencia.iscte-iul.pt/public/pub/id/17264 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/7813 |