Professor Abderrahim Taamouti abderrahim.taamouti@durham.ac.uk
Visiting Fellow
What Drives International Equity Correlations? Volatility or Market Direction?
Taamouti, A.; Tsafack, G.; Amira, K.
Authors
G. Tsafack
K. Amira
Citation
Taamouti, A., Tsafack, G., & Amira, K. (2011). What Drives International Equity Correlations? Volatility or Market Direction?. Journal of International Money and Finance, 30(6), 1234-1263
| Journal Article Type | Article |
|---|---|
| Publication Date | 2011 |
| Deposit Date | Aug 28, 2014 |
| Journal | Journal of International Money and Finance |
| Print ISSN | 0261-5606 |
| Publisher | Elsevier |
| Peer Reviewed | Peer Reviewed |
| Volume | 30 |
| Issue | 6 |
| Pages | 1234-1263 |
| Public URL | https://durham-repository.worktribe.com/output/1421898 |
You might also like
Covid-19 Control and the Economy: Test, Test, Test
(2021)
Journal Article
Testing the Eigenvalue Structure of Spot and Integrated Covariance
(2021)
Journal Article
A Nonparametric Measure of Heteroskedasticity
(2020)
Journal Article
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2024
Advanced Search