Financial co-movement and correlation: evidence from 33 international stock market indices
Year of publication: |
2009
|
---|---|
Authors: | Evans, Twm ; McMillan, David G. |
Published in: |
International Journal of Banking, Accounting and Finance. - Inderscience Enterprises Ltd. - Vol. 1.2009, 3, p. 215-241
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | financial cointegration | correlation | multivariate GARCH | realised volatility | international stock markets | financial market co-movement | time variation |
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