Is the covariance of international stock market returns regime dependent?

European Journal of Finance

Volumn 7, Issue 3, 2001, Pages 247-268

  Jochum, Christian ^a  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

Swarch Correlation International Financial Markets

Indexed keywords

EID: 15844426679     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470010042210     Document Type: Article

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