Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets

Journal of Multinational Financial Management

Volumn 11, Issue 1, 2001, Pages 69-87

  Smith, Kenneth L ^a  

^a Department of Accounting   (United States)

Author keywords

Cross spectral analysis; Diversification; Equity comovements; G15

Indexed keywords

EID: 0011938123     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-444X(00)00043-8     Document Type: Article

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