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      Market Integration and Contagion

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: The Journal of Business
      Publisher: University of Chicago Press

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          Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

          William F. Sharpe (1964)
          Article 0 comments Cited 676 times – based on 0 reviews     Review now
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            Extreme Correlation of International Equity Markets

            François Longin, Bruno Solnik (2001)
            Article 0 comments Cited 176 times – based on 0 reviews     Review now
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              On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

              David E. Runkle, Lawrence R. Glosten, Ravi Jagannathan (1993)
              Article 0 comments Cited 173 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: The Journal of Business
                Abbreviated Title: J BUS
                Publisher: University of Chicago Press
                ISSN (Print): 0021-9398
                ISSN (Electronic): 1537-5374
                Publication date Created: January 2005
                Publication date (Print): January 2005
                Volume: 78
                Issue: 1
                Pages: 39-69
                Article
                DOI: 10.1086/426519
                SO-VID: 7985b9b2-44bf-473d-a989-4591f4235317
                Copyright © © 2005
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