Financial co-movement and correlation: Evidence from 33 international stock market indices

International Journal of Banking, Accounting and Finance

Volumn 1, Issue 3, 2009, Pages 215-241

  Evans, Twm ^a   McMillan, David G ^b  

^a SWANSEA UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

Cointegration; Correlation; Multivariate GARCH; Realised volatility

Indexed keywords

EID: 79956292697     PISSN: 17553830     EISSN: 17553849     Source Type: Journal    
DOI: 10.1504/IJBAAF.2009.022711     Document Type: Article

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