Kenett, Dror Y.; Raddant, Matthias; Lux, Thomas; … - 2011
relations between six important world markets - U.S., U.K., Germany, Japan, China and India from January 2000 until December … quantify inter-market relations. The approach is based on the correlations between the market index, the index volatility, the … 2010. We found that while the developed ``western'' markets (U.S., U.K., Germany), are highly correlated, the …
