Returns synchronization and daily correlation dynamics between international stock markets

Journal of Banking & Finance - Tập 25 - Trang 1805-1827 - 2001
Martin Martens1, Ser-Huang Poon2
1School of Banking and Finance, University of New South Wales, Sydney, NSW 2052, Australia
2Department of Accounting and Finance, University of Strathclyde, Glasgow G4 OLN, UK

Tài liệu tham khảo

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