Data for: Twin Deficits and Fiscal Spillovers in the EMU's Periphery. A Keynesian Perspective

This is the dataset which we used for our econometric analysis.THIS DATASET IS ARCHIVED AT DANS/EASY, BUT NOT ACCESSIBLE HERE. TO VIEW A LIST OF FILES AND ACCESS THE FILES IN THIS DATASET CLICK ON THE DOI-LINK ABOV

Optimal portfolios: are they optimal for the long run?

This study analyses the potential for diversification among assets as suggested by modern portfolio theory. It uses Johansen's cointegration methodology to identify long-term relationships among assets. We compare results from optimized portfolios constructed from samples of country funds and iShares with portfolios from the same samples but not optimized. The optimized portfolios exhibit diversification potential while the nonoptimized portfolios do not.