Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets
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DOI: 10.1016/j.irfa.2013.01.009
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More about this item
Keywords
Dynamic conditional correlation; Financial crisis; Interdependence;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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