Dependence Structure of International Equity Markets During Extremely Volatile Periods

Rapport Année : 1998

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Bruno Solnik

François Longin

ESSEC Business School

Dependence Structure International Equity Markets Volatile Periods

https://hec.hal.science/hal-00599994

Soumis le : dimanche 12 juin 2011-18:51:45

Dernière modification le : lundi 12 juin 2023-16:28:03

hal-00599994 , version 1 (12-06-2011)

Bruno Solnik, François Longin. Dependence Structure of International Equity Markets During Extremely Volatile Periods. 1998. ⟨hal-00599994⟩

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