Journal of International Money and Finance · 2005 · 120 citations · 29 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsFinancial MarketsCapital MarketsEquity MarketsInvestmentMarket IntegrationStock MarketsVolatility ModelingAsset Market ApproachIntegrated Financial ModelingInvestment Market AnalysisMarket Co-integrationMarket Integration MeasurementSmooth Transition Autoregressive ModelsStock Market Integration
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Christopher A. Sims · Econometrica · 1980 · 12.7K citations
Extreme Correlation of International Equity Markets
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