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Does Correlation between Stock Returns Really Increase During Turbulent Period?

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References

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1995Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates

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155 cited

2011Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model151 cited

2011Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period147 cited

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