International diversification with frontier markets
- 31 July 2011
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 101 (1), 227-242
- https://doi.org/10.1016/j.jfineco.2011.02.009
Abstract
No abstract availableKeywords
This publication has 18 references indexed in Scilit:
- International Stock Return ComovementsThe Journal of Finance, 2009
- Time-varying Integration and International diversification strategiesJournal of Empirical Finance, 2009
- Characterizing World Market Integration through TimeJournal of Financial and Quantitative Analysis, 2007
- International portfolio diversification benefits: Cross-country evidence from a local perspectiveJournal of Banking & Finance, 2007
- Global Growth Opportunities and Market IntegrationThe Journal of Finance, 2007
- No Contagion, Only Interdependence: Measuring Stock Market ComovementsThe Journal of Finance, 2002
- Dating the integration of world equity marketsJournal of Financial Economics, 2002
- International Asset Allocation With Regime ShiftsThe Review of Financial Studies, 2002
- Diversification, Integration and Emerging Market Closed-End FundsThe Journal of Finance, 1996
- Time-Varying World Market IntegrationThe Journal of Finance, 1995