Are correlations of stock returns justified by subsequent changes in national outputs?

Journal of International Money and Finance

Volumn 22, Issue 6, 2003, Pages 777-811

  Dumas, Bernard ^a   Harvey, Campbell R ^b   Ruiz, Pierre ^c  

^a INSEAD   (France)

^b DUKE UNIVERSITY   (United States)

^c MCGILL UNIVERSITY   (Canada)

Author keywords

Business cycles; Correlation; Integration; Segmentation; Stock markets

Indexed keywords

EID: 0142119248     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2003.08.005     Document Type: Article

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