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Mean-Variance Convergence around the World. (2006). Lee, Jin Soo ; Eun, Cheol S..
In: Working Papers.
RePEc:ecl:upafin:06-1.

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  1. Robustifying multivariate trend tests to nonstationary volatility. (2012). Xu, Ke-Li.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:2:p:147-154.

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  2. What Segments Equity Markets?. (2010). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8142.

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  3. What Segments Equity Markets?. (2009). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14802.

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References

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Cocites

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  2. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
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  4. Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
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  5. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
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  8. International Diversification: A Copula Approach. (2009). de la Pena, Victor ; Chollete, Loran ; Lu, Ching-Chih.
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  9. International Diversification: An Extreme Value Approach. (2009). de la Pena, Victor ; Chollete, Loran ; Lu, Ching-Chih.
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  11. Testing for Convergence in Stock Markets: A Non-Linear Factor Approach. (2009). Caporale, Guglielmo Maria ; Kuzin, Vladimir ; Erdogan, Burcu .
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  12. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2009). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne.
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  21. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Sarkissian, Sergei ; Errunza, Vihang ; Carrieri, Francesca.
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  22. Mean-Variance Convergence around the World. (2006). Lee, Jin Soo ; Eun, Cheol S..
    In: Working Papers.
    RePEc:ecl:upafin:06-1.

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