Returns synchronization and daily correlation dynamics between international stock markets

MPE Martens, S-H Poon

Research output: Contribution to journal › Article › Academic › peer-review

161 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	1805-1827
Number of pages	23
Journal	Journal of Banking and Finance
Volume	25
Publication status	Published - 2001
Externally published	Yes

Research programs

@article{7ea6ff4d18544a1fbdfc0966225d7bf8,

title = "Returns synchronization and daily correlation dynamics between international stock markets",

author = "MPE Martens and S-H Poon",

year = "2001",

language = "Undefined/Unknown",

volume = "25",

pages = "1805--1827",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

}