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Long-run benefits from international equity diversification: a note on the Canadian evidence

Kanas, Angelos (1998) Long-run benefits from international equity diversification: a note on the Canadian evidence. Applied Economics Letters, 5 (10). pp. 659-663. ISSN 1350-4851. (doi:10.1080/135048598354366) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41178)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
https://doi.org/10.1080/135048598354366

Abstract

This note provides evidence that there exist long-run benefits for a Canadian investor from diversifying in the equity markets of the US, Japan, and the six largest European markets namely those of the UK, Germany, France, Switzerland, Italy and the Netherlands. This evidence is based on tests for pairwise cointegration between the Canadian national equity index and the equity index for each of the other markets.

Item Type: Article
DOI/Identification number: 10.1080/135048598354366
Uncontrolled keywords: financial market, investment, Canada
Subjects: H Social Sciences > HG Finance
Divisions: Divisions > Kent Business School - Division > Kent Business School (do not use)
Depositing User: Tracey Pemble
Date Deposited: 23 May 2014 09:36 UTC
Last Modified: 09 Mar 2023 11:33 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/41178 (The current URI for this page, for reference purposes)

University of Kent Author Information

Kanas, Angelos.

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