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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
Electronic ISSN 1873-0639
Publisher Elsevier
Peer Reviewed Peer Reviewed
Volume 30
Issue 6
Pages 1234-1263
Public URL https://durham-repository.worktribe.com/output/1421898