Dependence Structure of International Equity Markets During Extremely Volatile Periods

Bruno Solnik and François Longin ()
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Bruno Solnik: GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique
François Longin: ESSEC Business School

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Keywords: Dependence Structure; International; Equity Markets; Volatile Periods (search for similar items in EconPapers)
Date: 1998
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Published in 1998

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