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International Market Correlation and Volatility

Published:1996-09 Issue:5 Volume:52 Page:17-34
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Solnik Bruno¹,Boucrelle Cyril²,Le Fur Yann³

Affiliation:

1. Bruno Solnik is chairman and professor in the Finance and Economics Department at the Groupe HEC School of Management in France.

2. Cyril Boucrelle is a graduate student at the Groupe HEC School of Management in France.

3. Yann Le Fur is a graduate student at the Groupe HEC School of Management in France.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v52.n5.2021

Reference9 articles.

1. Forecasting International Equity Correlations

2. Asset Allocation in a Downside-Risk Framework

3. Volatility and Links between National Stock Markets

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