Extreme Correlation of International Equity Markets

Extreme Correlation of International Equity Markets
Author :
Publisher :
Total Pages : 44
Release :
ISBN-10 : UVA:X006110998
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Extreme Correlation of International Equity Markets by : François M. Longin

Download or read book Extreme Correlation of International Equity Markets written by François M. Longin and published by . This book was released on 2000 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Extreme Correlation of International Equity Markets Related Books

Extreme Correlation of International Equity Markets
Language: en
Pages: 44
Authors: François M. Longin
Categories: International finance
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Extreme Correlation of International Equity Markets
Language: en
Pages: 24
Authors: Francois M. Longin
Categories:
Type: BOOK - Published: 2017 - Publisher:

DOWNLOAD EBOOK

Testing the hypothesis that international equity market correlation increases in volatile times is a difficult exercise and misleading results have often been r
Extreme Events in Finance
Language: en
Pages: 638
Authors: Francois Longin
Categories: Business & Economics
Type: BOOK - Published: 2016-10-17 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extrem
International Capital Flows
Language: en
Pages: 500
Authors: Martin Feldstein
Categories: Business & Economics
Type: BOOK - Published: 2007-12-01 - Publisher: University of Chicago Press

DOWNLOAD EBOOK

Recent changes in technology, along with the opening up of many regions previously closed to investment, have led to explosive growth in the international movem
Volatility and Correlation
Language: en
Pages: 864
Authors: Riccardo Rebonato
Categories: Business & Economics
Type: BOOK - Published: 2005-07-08 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. W