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Volumn 2, Issue 4, 2005, Pages 69-79

What causes correlations of equity returns to change over time? A study of the U.S. and the Russian equity markets

Author keywords

International Finance; International Financial Markets

Indexed keywords


EID: 84891852967     PISSN: 18104967     EISSN: 18129358     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (6)

References (17)
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  • 5
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    • On the relation between the expected value and the volatility of the nominal excess return on stocks
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  • 12
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.