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Portfolio Diversification: Alive and well In Euroland

K. Adjaoute and Jean-Pierre Danthine

Working Papers from Manitoba - Department of Economics

Abstract: Diversification opportunities in Euroland appear to have improved significantly since the dvent of the euro, thus invalidating the prospects identified in the last years of the convergence-to-EMU period. We identify hwo frequency movements in the time series of return dispersions suggestive of cycles and long swings in return correlations.

Keywords: FINANCIAL MARKET; PORTFOLIO DIVERSIFICATION (search for similar items in EconPapers)
JEL-codes: F30 G11 G15 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2001
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Journal Article: Portfolio diversification: alive and well in Euro-land! (2004) Downloads
Working Paper: Portfolio Diversification: Alive and Well in Euroland! (2001) Downloads
Working Paper: Portfolio Diversification: Alive and Well in Euroland! (2001) Downloads
Working Paper: Portfolio Diversification: Alive and well in Euroland ! (2001) Downloads
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