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Language: en
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Pages: 24
Type: BOOK - Published: 2017 - Publisher:
Testing the hypothesis that international equity market correlation increases in volatile times is a difficult exercise and misleading results have often been r
Language: en
Pages: 44
Pages: 44
Type: BOOK - Published: 2000 - Publisher:
Language: en
Pages: 44
Pages: 44
Type: BOOK - Published: 1998 - Publisher:
Language: en
Pages: 86
Pages: 86
Type: BOOK - Published: 2014 - Publisher:
Language: en
Pages: 29
Pages: 29
Type: BOOK - Published: 2013 - Publisher:
The co-movement of international equity markets in different return environments is examined using estimates of realized correlation and volatility. Using a sim