What drives international equity correlations? Volatility or market direction? Articles uri icon

authors

  • TAAMOUTI, ABDERRAHIM
  • AMIRA, KHALED
  • TSAFACK, GEORGES

publication date

  • January 2011

start page

  • 1234

end page

  • 1263

volume

  • 30

International Standard Serial Number (ISSN)

  • 0261-5606

Electronic International Standard Serial Number (EISSN)

  • 1873-0639