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Dependence Structure of International Equity Markets During Extremely Volatile Periods

Bruno Solnik 1 François Longin 2
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Finance Department
Keywords : Dependence Structure International Equity Markets Volatile Periods
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https://hal-hec.archives-ouvertes.fr/hal-00599994
Contributor : Antoine Haldemann <>
Submitted on : Sunday, June 12, 2011 - 6:51:45 PM
Last modification on : Thursday, January 11, 2018 - 6:19:32 AM

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  • HAL Id : hal-00599994, version 1

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

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