Are there still portfolio diversification opportunities within the EMU area?

The purpose of this paper is to investigate the impact of the EMU on the long-run covariance between the member countries stock indices returns, to see whether country diversification opportunities have changed or not. The degree to which investors are able to reduce risk by diversifying their portf...

Full description

Bibliographic Details
Main Author: Svensson, Maria
Format: Others
Language:English
Published: Södertörns högskola, Institutionen för ekonomi och företagande 2005
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-236