Long-Term Global Market Correlations
收藏NBER2001-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8612
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资源简介：
In this paper we examine the correlation structure of the major world equity markets over 150 years. We find that correlations vary considerably through time and are highest during periods of economic and financial integration such as the late 19th and 20th centuries. Our analysis suggests that the
提供机构：
美国国家经济研究局
创建时间：
2001-11-01
