The link between volatility and correlation in international stock markets : an empirical analysis with particular reference to crash periods
Roberto Moro Visconti ; Claudio Barelli
| Year of publication: |
1994
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|---|---|
| Authors: | Moro Visconti, Roberto |
| Other Persons: | Barelli, Claudio (contributor) |
| Published in: |
Rivista internazionale di scienze sociali. - Milano : Vita e Pensiero, ISSN 1125-9868, ZDB-ID 205554-5. - Vol. 102.1994, 2, p. 175-221
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| Subject: | Finanzmarkt | Financial market | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Finanzkrise | Financial crisis | Schätzung | Estimation | USA | United States | Japan | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | Italien | Italy | Schweiz | Switzerland | Australien | Australia | 1985-1990 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Enth. überw. Tab |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001177235