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What drives international equity correlations? : volatility or market direction?
Amira, Khaled; Taamouti, Abderrahim; Tsafack, Georges - In: Journal of international money and finance 30 (2011) 6, pp. 1234-1263
Persistent link: https://www.econbiz.de/10009373944
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Dependence structure and extreme comovements in international equity and bond markets
Garcia, René; Tsafack, Georges - In: Journal of banking & finance 35 (2011) 8, pp. 1954-1970
Persistent link: https://www.econbiz.de/10009247377
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What drives international equity correlations? : volatility or market direction?
Amira, Khaled; Taamouti, Abderrahim; Tsafack, Georges - 2009
Persistent link: https://www.econbiz.de/10003971756
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Measuring financial contagion : dealing with the volatility Bias in the correlation dynamics
Starkey, Christopher Michael; Tsafack, Georges - In: International review of financial analysis 90 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014469938