The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach

Mohamed El Hedi Arouri ()
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Mohamed El Hedi Arouri: MDEM - Modélisation de la dynamique économique et monetaire - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Keywords: Impact; Increasing; Stock; Market; Integration; Gains; International; Portfolio; Diversification; Multivariate; Approach (search for similar items in EconPapers)
Date: 2004
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Published in Economics Bulletin, 2004, n°6 (n°3), pp. 1-13

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00211163

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