Is the correlation in international equity returns constant: 1960–1990?
Journal of International Money and Finance· 1995-02-01· article· 1,805 citationsclosed
Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesMarket Dynamics and Volatility
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Francois M. Longin, Bruno H. Solnik (1995). Is the correlation in international equity returns constant: 1960–1990?. Journal of International Money and Finance. https://doi.org/10.1016/0261-5606(94)00001-h
@article{m1995is,
title = {Is the correlation in international equity returns constant: 1960–1990?},
author = {Longin, Francois M. and Solnik, Bruno H.},
year = {1995},
journal = {Journal of International Money and Finance},
doi = {10.1016/0261-5606(94)00001-h}
}Citations in this library
Stored only when both papers are in the corpus — 1,805 citations exist upstream.
References
1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model