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Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis
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Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta
  Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach
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Mar 23 2009 Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew
  Is There Any International Diversification Benefits in ASEAN Stock Markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 21 2008 Takaaki Aoki
  One Proposition about Dynamic Portfolio Selection in an Open Economy and International Diversification
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Mar 18 2004 AROURI Mohamed El Hedi
  The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.
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