A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market
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- Lucey, Brian M. & Muckley, Cal, 2011.
"Robust global stock market interdependencies,"
International Review of Financial Analysis, Elsevier, vol. 20(4), pages 215-224, August.
- Brian M Lucey & Cal Muckley, 2011. "Robust Global Stock Market Interdependencies," The Institute for International Integration Studies Discussion Paper Series iiisdp353, IIIS.
- Tsangyao Chang & Yang-Cheng Lu, 2006. "Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle," Economics Bulletin, AccessEcon, vol. 7(4), pages 1-7.
- Ahmed, Walid M.A., 2008. "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper 26986, University Library of Munich, Germany.
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