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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. (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)

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. (Contact us about this Publication)

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
Uncontrolled keywords: financial market, investment, Canada
Subjects: H Social Sciences > HG Finance
Divisions: Faculties > Social Sciences > Kent Business School > Accounting and Finance
Depositing User: Tracey Pemble
Date Deposited: 23 May 2014 09:36 UTC
Last Modified: 29 May 2019 12:37 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/41178 (The current URI for this page, for reference purposes)
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