THE INTEGRATION AND EFFICIENCY OF INTERNATIONAL BOND MARKETS

The benefits of international portfolio diversification are usually presented as movements towards the mean-variance efficient frontier, being constructed from historical correlation and return data. An alternative approach involves the use of a recent econometric advance known as cointegration. A s...

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Veröffentlicht in:	Journal of business finance & accounting 1995-03, Vol.22 (2), p.313-322
Hauptverfasser:	Clare, Andrew D., Maras, Michael, Thomas, Stephen H.
Format:	Artikel
Sprache:	eng
Schlagworte:	Accounting Bond markets Bonds Diversification Government bonds International finance International market Investment policy Market efficiency Rates of return Sterling Studies
Online-Zugang:	Volltext
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