Kanas, Angelos (1999) A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market. Applied Economics Letters, 6 (1). pp. 47-53. ISSN 1350-4851. (doi:10.1080/135048599353870) (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:41177)
| 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/10.1080/135048599353870 |
|
Abstract
This note provides evidence that there were long long-run benefits for a UK investor from diversifying in the equity markets of the US during the pre-October 1987 crash period. For the post-crash period, these benefits are reduced. These results are based on two distinct cointegration tests, and national indices from Morgan Stanley Capital International, which have several advantages over standard indices.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1080/135048599353870 |
| Subjects: | H Social Sciences > HG Finance |
| Institutional Unit: | Schools > Kent Business School |
| Former Institutional Unit: |
Divisions > Kent Business School - Division > Kent Business School (do not use)
|
| Depositing User: | Tracey Pemble |
| Date Deposited: | 23 May 2014 09:34 UTC |
| Last Modified: | 20 May 2025 11:50 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/41177 (The current URI for this page, for reference purposes) |
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