Concepedia

International Correlation Structure

International Correlation Structure is a statistical framework that characterizes the pattern of linear associations among asset returns across different national markets, distinguishing it from domestic or regional correlation models by explicitly capturing cross-border dependencies in international financial portfolios.

320

Publications

27.4K

Citations

658

Authors

441

Institutions

Publications per year

2017–2026

56

Parents

Publications

320

Extreme Correlation of International Equity Markets

François Longin, Bruno Solnik · The Journal of Finance · 2001 · 2.6K citations

, , +17

MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*

Andrew J. Patton · International Economic Review · 2006 · 2.1K citations

, , +10

Is the correlation in international equity returns constant: 1960–1990?

François Longin, Bruno Solnik · Journal of International Money and Finance · 1995 · 1.9K citations

, , +12

Trying to Explain Home Bias in Equities and Consumption

Karen K. Lewis · Journal of Economic Literature · 1999 · 1.4K citations

, , +17

Dynamic correlation analysis of financial contagion: Evidence from Asian markets

Thomas C. Chiang, Bang Nam Jeon, Huimin Li · Journal of International Money and Finance · 2007 · 892 citations

, , +16

1–5 of 320

Authors

658

  1. GW
    Gang‐Jin Wang

    Hunan University, China

    6 publications · 534 citations

    6

    h-index

  2. CX
    Chi Xie

    Hunan University, China

    5 publications · 427 citations

    5

    h-index

  3. SH
    Shigeyuki Hamori

    Kobe University, Japan

    4 publications · 126 citations

    4

    h-index

  4. HE
    H. Eugene Stanley

    Boston University, United States

    4 publications · 329 citations

    4

    h-index

  5. MR
    Michael R. Pakko

    Federal Reserve Bank of St. Louis, United States

    4 publications · 121 citations

    4

    h-index

1–5 of 658

Institutions

441

  1. International Monetary Fund

    Washington D.C., United States

    7 h-index

    8 publications

    626 citations

  2. Hunan University

    Changsha, China

    7 h-index

    16 publications

    1.2K citations

  3. National Bureau of Economic Research

    Cambridge, United States

    6 h-index

    8 publications

    396 citations

  4. Drexel University

    Philadelphia, United States

    5 h-index

    9 publications

    2.2K citations

  5. Boston University

    Boston, United States

    5 h-index

    14 publications

    888 citations

  6. Federal Reserve Bank of St. Louis

    St Louis, United States

    5 h-index

    6 publications

    147 citations

  7. Kobe University

    Kobe, Japan

    5 h-index

    8 publications

    245 citations

  8. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    5 publications

    263 citations

1–8 of 441

Venues

  1. 19

    h-index

  2. Journal of International Money and Finance

    18 publications · 4.4K citations

    18

    h-index

  3. SSRN Electronic Journal

    Repository · 25 publications · 928 citations

    18

    h-index

  4. 15

    h-index

  5. Journal of Banking & Finance

    11 publications · 811 citations

    11

    h-index

1–5