Tests of mean-variance efficiency of international equity markets

Charles Engel and Anthony Rodrigues ()

No 9209, Research Paper from Federal Reserve Bank of New York

Keywords: International finance; Stock market (search for similar items in EconPapers)
Date: 1992
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Related works:
Journal Article: Tests of Mean-Variance Efficiency of International Equity Markets (1993)
Working Paper: Tests of mean-variance efficiency of international equity markets (1990)
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