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Economic determinants of the correlation structure across international equity markets · Study

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ArticleEconomic determinants of the correlation structure across international equity markets

Kevin Bracker1999

Article1999

Economic determinants of the correlation structure across international equity markets

Kevin Bracker · Paul D. Koch

95 citations·0/0 files stored·Journal of Economics and Business

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1976The arbitrage theory of capital asset pricing 1986Economic Forces and the Stock Market 1966Mutual Fund Performance 1995Is the correlation in international equity returns constant: 1960–1990?1983Size-related anomalies and stock return seasonality 1970International Diversification of Investment Portfolios 1992Common stochastic trends in international stock markets 1983The anomalous stock market behavior of small firms in January

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Year1999

Typearticle

Published1999-11-01

VenueJournal of Economics and Business

ISSN-L0148-6195

Languageen

Citations95

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s0148-6195(99)00021-1

openalex_workW2017855637

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