The dark side of global integration: Increasing tail dependence

Journal of Banking and Finance

Volumn 34, Issue 1, 2010, Pages 184-192

  Beine, Michel ^a,b   Cosma, Antonio ^a   Vermeulen, Robert ^a,c  

^a UNIVERSITY OF LUXEMBOURG   (Luxembourg)

^b CESIFO   (Germany)

^c MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Comovement; Financial integration; Stock markets; Trade integration

Indexed keywords

EID: 70350238524     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.07.014     Document Type: Article

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