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RÉFÉRENCES

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Adler M. et Dumas B. (1983), “International portfolio section and corporation Finance : A synthesis”, Journal of finance,38 : 925-984.

Akdogan, H. (1996). “A suggested approach to country selection in international portfolio diversification”. Jornal of Portfolio Management, 23: 33-39.

Arouri, M. (2003). “Intégration financière et diversification internationale de portefeuille”. CNRS, Université Paris X-Nanterre.

Baba, Y., Engle, R.F., Kroner, K.F, et Kraft, D.F. (1989).” Multivariate simulataneous generalized ARCH”.

UCSD Economics Woorking Paper Series 89-57r, Department of Economics,University of California At San Diego.

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Bekaert G. et Harvey C. (1995),” Time varying world market integration”, Journal of finance,50(2): 403-444

Bollerslev, T. (1986). “Generalized autoregressive conditional heteroskedasticity”. Journal of Economics, 31: 307-327.

Bollerslev, T. (1990). “Modeling the coherence in short-run nominal exchange Rates: A multvariate generalized ARCH approach”. Review of Economics and Statistic, 72: 458-508.

Carrieri F. (2001), “The Effects of liberalisation on market and currency risk in the Eureupean Union”, European financial management,7: 259-168.

De Santis, G. (1993).”Globalization of equity market : A test using time-varying conditional moments”. Working paper, University of Southern California.

De Santis, G. et Gerard, B.(1997). “Intenational asset pricing and portfolio diversification with timevarying risk”. Journal of Finance, 52(4): 1881-1912.

De Santis, G. et Imrohoroglun S.(1995), “Stok return and volatility in emerging financial markets”, Working paper, Departement of finance and business economics, University of Southen California.

Engle, R. et NG K. (1993), ” Measuring and testing the impact on news on volatility” Journal of finance,48: 1749:1778

Engle, R. F. (1982).”Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation”. Economica, 50: 987-1008.

Gourieroux, C. (1996). Modèle GARCH et application financières. Economica, Paris.

Kroner K. et NG. K. (1998),”Modeling asymmetric comovements of asset returs”, Review of financial Studies, 11: 817:844.

Lintner J. (1965), ” The valuation of risky assets and the selection of the risky investments in stok portfolios And capital budgets”, Reviews of economics and statistics, 47: 13-37

Ramsey, J. (1996). “If nonlinear models cannot forecast, What Use are they?” Studies in Nonlinear Dynamics and Econometrics, 1(2): 65-86.

Solnik, B., Bourcelle, C., et Le Fur, Y. (1996).”International market correlation and volatility”. Financial Analysts Journal,52(5) :17-34

Markowitz,H.M. (1952). “Portfolio selection”. Journal of Finance,7(1) : 77-91.

Nelson,D.B. (1991). ” Conditional heteroskedasticity in asset returns : A new approch” Econometrica, 59 : 347-370.

Sharpe W. (1964), “Capital asset prices : A theory of market equilibrium under conditions of risk”,Journal of Finance, 9 :725-742

Turgeon, M.(1998). “La diversification internationale et les cycles économiques”. Mémoire de maîtrise, Université du Québec à Montréal.

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