Extreme correlation of international equity markets
Year of publication: |
2001
|
---|---|
Authors: | Longin, François M. ; Solnik, Bruno |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 2, p. 649-676
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Deutschland | Germany | Frankreich | France | Großbritannien | United Kingdom | Japan | USA | United States | Korrelation | Correlation | 1959-1996 |
-
Extreme correlation of international equity markets
Longin, François M., (2000)
-
Extreme correlation of international equity markets
Longin, Frano̧is, (2000)
-
Evolvement of uniformity and volatility in the stressed global financial village
Kenett, Dror Y., (2011)
- More ...
-
Is the correlation in international equity returns constant: 1960 - 90?
Longin, François M., (1993)
-
Extreme correlation of international equity markets
Longin, Frano̧is, (2000)
-
Conditional correlation in international equity returns
Longin, François M., (1992)
- More ...