Robust global stock market interdependencies

International Review of Financial Analysis

Volumn 20, Issue 4, 2011, Pages 215-224

  Lucey, Brian M ^a,b   Muckley, Cal ^c  

^a TRINITY COLLEGE DUBLIN   (Ireland)

^b GLASGOW CALEDONIAN UNIVERSITY   (United Kingdom)

^c UNIVERSITY COLLEGE DUBLIN   (Ireland)

Author keywords

Cointegration; Correlation; Portfolio diversification; Stock market linkages

Indexed keywords

EID: 79955897546     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2011.02.001     Document Type: Article

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