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

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Standard

Is the potential for international diversification disappearing? a dynamic copula approach. / Christoffersen, Peter; Errunza, Vihang; Jacobs, Kris; Langlois, Hugues.

In: Review of Financial Studies, Vol. 25, No. 12, 01.12.2012, p. 3711-3751.

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

Harvard

Christoffersen, P, Errunza, V, Jacobs, K & Langlois, H 2012, 'Is the potential for international diversification disappearing? a dynamic copula approach', Review of Financial Studies, vol. 25, no. 12, pp. 3711-3751. https://doi.org/10.1093/rfs/hhs104

APA

Christoffersen, P., Errunza, V., Jacobs, K., & Langlois, H. (2012). Is the potential for international diversification disappearing? a dynamic copula approach. Review of Financial Studies, 25(12), 3711-3751. https://doi.org/10.1093/rfs/hhs104

CBE

Christoffersen P, Errunza V, Jacobs K, Langlois H. 2012. Is the potential for international diversification disappearing? a dynamic copula approach. Review of Financial Studies. 25(12):3711-3751. https://doi.org/10.1093/rfs/hhs104

MLA

Christoffersen, Peter et al. "Is the potential for international diversification disappearing? a dynamic copula approach". Review of Financial Studies. 2012, 25(12). 3711-3751. https://doi.org/10.1093/rfs/hhs104

Vancouver

Christoffersen P, Errunza V, Jacobs K, Langlois H. Is the potential for international diversification disappearing? a dynamic copula approach. Review of Financial Studies. 2012 Dec 1;25(12):3711-3751. https://doi.org/10.1093/rfs/hhs104

Author

Christoffersen, Peter ; Errunza, Vihang ; Jacobs, Kris ; Langlois, Hugues. / Is the potential for international diversification disappearing? a dynamic copula approach. In: Review of Financial Studies. 2012 ; Vol. 25, No. 12. pp. 3711-3751.

Bibtex

@article{d13715754fea4026b7018791df30b292,
title = "Is the potential for international diversification disappearing?: a dynamic copula approach",
author = "Peter Christoffersen and Vihang Errunza and Kris Jacobs and Hugues Langlois",
note = "Copyright 2012 Elsevier B.V., All rights reserved.",
year = "2012",
month = "12",
day = "1",
doi = "10.1093/rfs/hhs104",
language = "English",
volume = "25",
pages = "3711--3751",
journal = "Review of Financial Studies",
issn = "0893-9454",
publisher = "Oxford University Press",
number = "12",

}

RIS

TY - JOUR

T1 - Is the potential for international diversification disappearing?

T2 - a dynamic copula approach

AU - Christoffersen, Peter

AU - Errunza, Vihang

AU - Jacobs, Kris

AU - Langlois, Hugues

N1 - Copyright 2012 Elsevier B.V., All rights reserved.

PY - 2012/12/1

Y1 - 2012/12/1

UR - http://www.scopus.com/inward/record.url?scp=84869436145&partnerID=8YFLogxK

U2 - 10.1093/rfs/hhs104

DO - 10.1093/rfs/hhs104

M3 - Journal article

AN - SCOPUS:84869436145

VL - 25

SP - 3711

EP - 3751

JO - Review of Financial Studies

JF - Review of Financial Studies

SN - 0893-9454

IS - 12

ER -