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

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  • Longin, Francois
  • Solnik, Bruno

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  • Longin, Francois & Solnik, Bruno, 1995. "Is the correlation in international equity returns constant: 1960-1990?," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 3-26, February.
    • Handle: RePEc:eee:jimfin:v:14:y:1995:i:1:p:3-26
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