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Do equity market correlations really change over time? The case of the US and Asia-Pacific markets

Do equity market correlations really change over time? The case of the US and Asia-Pacific markets

Bibliographic Details
Main Author: George Milunovich
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2011-12-01
Series:Insurance Markets and Companies
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/4036/IMC_2011_2_Milunovich.pdf
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https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/4036/IMC_2011_2_Milunovich.pdf

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