International stock comovements with endogenous clusters (Q2191509)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | International stock comovements with endogenous clusters |
scientific article |
Statements
International stock comovements with endogenous clusters (English)
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25 June 2020
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diversification
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risk
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international financial markets
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clustered factor model
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