Skip to Main content Skip to Navigation
Reports

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
Document type :
Reports
Complete list of metadata
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

Identifiers

  • HAL Id : hal-00599994, version 1

Collections

HEC | ESSEC | PARISTECH | CNRS | LARA

Citation

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

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

225