Volatility and correlation in international stock markets and the role of exchange rate fluctuations
Year of publication: |
2007
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Authors: | Mun, Kyung-chun |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 17.2007, 1, p. 25-41
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Subject: | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Korrelation | Correlation | Volatilität | Volatility | Wechselkurs | Exchange rate | USA | United States | 1990-2003 |
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