What drives correlation between stock market returns? : International evidence

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dc.contributor.authorKnif, Johan
dc.contributor.authorKolari, James
dc.contributor.authorPynnönen, Seppo
dc.contributor.organizationfi=Vaasan yliopisto|en=University of Vaasa|
dc.date.accessioned2019-10-28T12:46:51Z
dc.date.accessioned2025-06-25T14:07:32Z
dc.date.available2019-10-28T12:46:51Z
dc.date.issued2005
dc.description.accessibilityfeatureei tietoa saavutettavuudesta
dc.description.reviewstatusfi=vertaisarvioimaton|en=nonPeerReviewed|-
dc.format.bitstreamtrue
dc.format.extent42-
dc.identifier.olddbid10504
dc.identifier.oldhandle10024/9812
dc.identifier.urihttps://osuva.uwasa.fi/handle/11111/3377
dc.identifier.urnURN:NBN:fi-fe2019102835339-
dc.language.isoeng-
dc.publisherVaasan yliopisto-
dc.relation.ispartofseriesWorking papers of the University of Vaasa, Department of Mathematics and Statistics-
dc.relation.numberinseries8-
dc.source.identifierhttps://osuva.uwasa.fi/handle/10024/9812
dc.subject.olddisciplinefi=Matematiikka|sv=Matematik|en=Mathematics|-
dc.titleWhat drives correlation between stock market returns? : International evidence-
dc.type.publicationworkingPaper-

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