Business-cycle fluctuations and international equity correlations

Global Finance Journal

Volumn 17, Issue 2, 2006, Pages 252-270

  Kizys, Renatas ^a   Pierdzioch, Christian ^b  

^a UNIVERSITY OF YORK   (United Kingdom)

^b SAARLAND UNIVERSITY   (Germany)

Author keywords

Business cycles; International equity correlations; Multivariate GARCH model

Indexed keywords

EID: 33750895552     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2006.05.002     Document Type: Article

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