International Market Correlation and Volatility
- 1 September 1996
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 52 (5) , 17-34
- https://doi.org/10.2469/faj.v52.n5.2021
Abstract
No abstract availableAll Related Versions
This publication has 6 references indexed in Scilit:
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- Forecasting International Equity CorrelationsCFA Magazine, 1994
- Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and VolatilityThe Review of Financial Studies, 1994
- Volatility and Links between National Stock MarketsEconometrica, 1994
- Asset Allocation in a Downside-Risk FrameworkCFA Magazine, 1991
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance MatrixEconometrica, 1987