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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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
5. Forecasting international equity correlations;Erb;Financial Analysts Journal,1994
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