Is the potential for international diversification disappearing? a dynamic copula approach

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Peter Christoffersen, Denmark
  • Vihang Errunza, McGill University
  • ,
  • Kris Jacobs, University of Houston
  • ,
  • Hugues Langlois, McGill University
Original languageEnglish
JournalReview of Financial Studies
Volume25
Issue12
Pages (from-to)3711-3751
Number of pages41
ISSN0893-9454
DOIs
Publication statusPublished - 1 Dec 2012

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