Returns synchronization and daily correlation dynamics between international stock markets
| Year of publication: |
2001
|
|---|---|
| Authors: | Martens, Martin ; Poon, Ser-Huang |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 25.2001, 10, p. 1805-1827
|
| Publisher: |
Elsevier |