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Is the covariance of international stock market returns regime dependent?
Jochum, Christian - In: The European journal of finance 7 (2001) 3, pp. 247-268
Persistent link: https://www.econbiz.de/10001603505
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Stock market volatility : estimation and causes ; an investigation into the nature of stock market risk
Jochum, Christian - 1999
Persistent link: https://www.econbiz.de/10001364018