THE DIMINISHING BENEFIT OF GLOBAL PORTFOLIO DIVERSIFICATION
Jn this paper, we study the impact ofthe September 11, 2001 terrorist attacks in the U.S. and the ensuing war against terrorism during the post-September-]] period on the co-movements of the U.S., Japanese, Australian, UK., and German stock markets. Our rolling correlation analysis results indicate...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2004-06-01
|
| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150624134531-HUDVL.pdf |