Are correlations of stock returns justified by subsequent changes in national outputs?

Bernard Dumas (), Campbell Harvey () and Pierre Ruiz

Journal of International Money and Finance, 2003, vol. 22, issue 6, 777-811

Date: 2003
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Working Paper: Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:22:y:2003:i:6:p:777-811

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