๐”– Bobbio Scriptorium
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A Time-Varying Risk Analysis of Equity and Real Estate Markets in the US and Japan

โœ Scribed by Crocker H. Liu; Jianping (J.P.) Mei

Book ID
108554976
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
405 KB
Volume
4
Category
Article
ISSN
1361-374X

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๐Ÿ“œ SIMILAR VOLUMES

Time-varying correlations and optimal al
Time-varying correlations and optimal allocation in emerging market equities for the US investors
โœ Heung-Joo Cha; Thadavillil Jithendranathan ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 199 KB

## Abstract Low correlations between asset returns increase the portfolio diversification benefits and for US investors emerging market equities are one such class of assets. Several studies indicate that the correlations between asset returns are time varying and using unconditional estimates of c