Long-Term Global Market Correlations

By A. Sule. 2005

146 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/6b53043d19ce76e9cacffa24fdf4e4c0b276d8e6

Citations in the corpus

• Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020, unknown): “The second approach invokes the concept of international capital market completeness and the third approach looks at domestic/international funding of investments (e.g. Portes and Rey, 2000; Bekaert et al., 2003; Goetzmann et al., 2005).”
• Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach (2012, unknown): “[38] Goetzmann, W.”
• Virtual currency, tangible return: Portfolio diversification with bitcoin (2015, unknown): “Correlations are known to be unstable and can change dramatically during crises (Goetzmann et al., 2005, Brière et al., 2012).”