Correlation of financial markets in times of crisis
Author:
Funder
Insper, Instituto de Ensino e Pesquisa
CNPq
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference161 articles.
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3. J. Ammer, J. Mei, Measuring international economic linkages with stock market data, Board of Governors of the Federal Reserve System, International Finance Discussion Papers, Number 449, 1993.
4. Do bulls and bears move across borders? international transmission of stock returns and volatility as the world turns;Lin;Review of Financial Studies,1994
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