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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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  • Chang, Tsangyao
  • Caudill, Steven B.

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  • Chang, Tsangyao & Caudill, Steven B., 2006. "A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market," International Review of Financial Analysis, Elsevier, vol. 15(1), pages 57-67.
    • Handle: RePEc:eee:finana:v:15:y:2006:i:1:p:57-67
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    4. 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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