Khan, Salman; Batteau, Pierre - In: Journal of Financial Economic Policy 4 (2012) 4, pp. 320-339
linkages between Russia, the US and Europe. When examined in a portfolio setup, the results show sudden fall in correlation … by exploring the level of integration between Russia and the USA and European equity markets. Design … used to establish the time varying linkages in order to verify the contagion effect. In the final step the Markowitz mean …