Asymmetric Effects of Return and Volatility on Correlation between International Equity Markets
Year of publication: |
[2009]
|
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Authors: | Taamouti, Abderrahim |
Other Persons: | Tsafack, Georges (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 18, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1344416 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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