What drives international equity correlations? : volatility or market direction?
Year of publication: |
2011
|
---|---|
Authors: | Amira, Khaled ; Taamouti, Abderrahim ; Tsafack, Georges |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 30.2011, 6, p. 1234-1263
|
Subject: | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Korrelation | Correlation | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | USA | United States | Welt | World |
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