Article ID Journal Published Year Pages File Type
5084996 International Review of Financial Analysis 2013 9 Pages PDF
Abstract
► Using data from 50 equity markets we examine the stock market correlations. ► In our research we analyze both the conditional and unconditional correlations. ► The Lehman Brothers' collapse resulted in significant increase in correlations.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Stock market correlations during the financial crisis of 2008-2009: Evidence from 50 equity markets
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