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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.; Solnik, Bruno - 1998
Persistent link: https://www.econbiz.de/10000996169
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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Information content of Russian stock indices
Rockinger, Michael; Urga, Giovanni - 1997
Persistent link: https://www.econbiz.de/10000981414
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On stock market returns and returns on investment
Rockinger, Michael; Restoy, Fernando - 1993
Persistent link: https://www.econbiz.de/10000881687
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Risks, returns and opportunities in emerging markets
Alexandre, Xavier; Griette, Eric - 1998
Persistent link: https://www.econbiz.de/10000997031
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000986989
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Volatility indices for the French financial market
Crouhy, Michel; Rockinger, Michael - 1996
Persistent link: https://www.econbiz.de/10000936195
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200
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International market correlation and volatility
Solnik, Bruno; Boucrelle, Cyril; Le Fur, Yann - 1996
Persistent link: https://www.econbiz.de/10000938038
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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel; Rockinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000907916