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

Roberto Moro Visconti; Claudio Barelli

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

Roberto Moro Visconti^*
, Claudio Barelli

^*Autore corrispondente per questo lavoro

Risultato della ricerca: Contributo in rivista › Articolo

Abstract

Volatility and correlation among different stock markets

Lingua originale	Inglese
pagine (da-a)	175-215
Numero di pagine	41
Rivista	Rivista Internazionale di Scienze Sociali
Stato di pubblicazione	Pubblicato - 1994

Keywords

correlation
volatility

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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",

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T1 - The Link Between Volatility and Correlation in International Stock Markets: an Empirical Analysis with Particular Reference to Crash Periods

AU - Moro Visconti, Roberto

AU - Barelli, Claudio

PY - 1994

Y1 - 1994

N2 - Volatility and correlation among different stock markets

AB - Volatility and correlation among different stock markets

KW - correlation

KW - volatility

KW - correlation

KW - volatility

UR - http://hdl.handle.net/10807/127224

M3 - Article

SN - 0035-676X

SP - 175

EP - 215

JO - Rivista Internazionale di Scienze Sociali

JF - Rivista Internazionale di Scienze Sociali

ER -

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

Abstract

Keywords

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