International bond diversification strategies: the impact of currency, country, and credit risk

Research output: Contribution to journalArticleScientificpeer-review

10 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalThe European Journal of Finance
Volume15
Issue number5&6
Pages (from-to)555-583
Number of pages29
ISSN1351-847X
DOIs
Publication statusPublished - 2009
MoE publication typeA1 Journal article - refereed

Keywords

  • international bond diversification
  • mean-variance spanning and intersection
  • emerging market debt
  • corporate bond
  • ASSET PRICING-MODELS
  • HOME BIAS
  • PORTFOLIO PERFORMANCE
  • EMERGING MARKETS
  • RESTRICTIONS
  • INTEGRATION
  • EFFICIENCY
  • LIQUIDITY
  • RETURNS
  • STOCKS

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