RT Journal Article
SR Electronic
T1 Impact of the Euro on Global Fixed-Income Portfolios
JF The Journal of Investing
FD Institutional Investor Journals
SP 54
OP 61
DO 10.3905/joi.2003.319568
VO 12
IS 4
A1 Koji Inui
A1 Lawrence Pohlman
YR 2003
UL https://pm-research.com/content/12/4/54.abstract
AB Investment opportunities in the global fixed income markets over the past decade have changed significantly. In this article we study how the volatilities and correlations of the global fixed income markets have changed over the past decade.