Dependence Structure of International Equity Markets During Extremely Volatile Periods

Reports Year :

(1) , (2)

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Bruno Solnik

François Longin

Finance Department

Dependence Structure International Equity Markets Volatile Periods

Humanities and Social Sciences Business administration

https://hal-hec.archives-ouvertes.fr/hal-00599994

Submitted on : Sunday, June 12, 2011-6:51:45 PM

Last modification on : Friday, March 24, 2023-2:52:54 PM

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

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