Cappiello, Lorenzo; Gérard, Bruno; Kadareja, Arjan; … - 2006
financial economics (see, for example, Adler and Dumas, 1983,
Stulz, 1981, Errunza and Losq, 1985, and Flood and Rose, 2005 …-border correlations in equity returns and in-
tegration has a long tradition in finance and economics (see, for example, Bekaert
and …