Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
Year of publication: |
2011
|
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Authors: | Duncan, Andrew Stuart ; Kabundi, Alain |
Institutions: | Economic Research Southern Africa (ERSA) |
Subject: | Asset Market Linkages | Dynamic Factor Model | Financial Crisis | International DiversiÂ…cation | Volatility Comovement |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 253 32 pages |
Classification: | F36 - Financial Aspects of Economic Integration ; G01 - Financial Crises ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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