Cross-border returns differentials

DOI10.1162/QJEC.2008.123.4.1495MaRDI QIDQ3401214zbMATH OpenOpenAlexFDO

Authors Stephanie E. Curcuru, Tomáš Dvořák, Francis E. Warnock

Publication date 29 January 2010

Published in Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w13768.pdf

Mathematics Subject Classification ID

Portfolio theory (91G10) Statistical methods; risk measures (91G70)

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