Portfolio performance and the Euro: Prospects for new potential EMU members

B-Tier
Journal: Journal of International Money and Finance
Year: 2008
Volume: 27
Issue: 2
Pages: 314-330

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Entering the EMU removes currency risk for assets originating in the Euro area while diversification opportunities are likely reduced. Taking the perspective of an investor in one of the 12 countries that joined the EU in 2004-2007, we contrast actual optimal composition of international equity holdings against two artificial scenarios: costless hedging against exchange rate risk and presuming the local market to be part of the EMU. State specific optimal portfolios are determined from realized covariances for the period 2000-2006. Optimized risk is found smaller under currency unification and implied Sharp ratios signal significant benefits of EMU participation.

Technical Details

RePEc Handle
repec:eee:jimfin:v:27:y:2008:i:2:p:314-330
Journal Field
International
Author Count
2
Added to Database
2026-01-25