@article{d49bcc9612dc48158b459f9c02d924c1,
title = "The Link Between Volatility and Correlation in International Stock Markets: an Empirical Analysis with Particular Reference to Crash Periods",
abstract = "Volatility and correlation among different stock markets",
keywords = "correlation, volatility, correlation, volatility",
author = "{Moro Visconti}, Roberto and Claudio Barelli",
year = "1994",
language = "English",
pages = "175--215",
journal = "Rivista Internazionale di Scienze Sociali",
issn = "0035-676X",
publisher = "Vita e Pensiero",
}