The Link Between Volatility and Correlation in International Stock Markets: an Empirical Analysis with Particular Reference to Crash Periods

Roberto Moro Visconti, Barelli Claudio

Research output: Contribution to journalArticle

Abstract

Volatility and correlation among different stock markets
Original languageEnglish
Pages (from-to)175-215
Number of pages41
JournalRivista Internazionale di Scienze Sociali
Publication statusPublished - 1994

Keywords

  • correlation
  • volatility

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