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Volatility and correlation in international stock markets and the role of exchange rate fluctuations

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  • Mun, Kyung-Chun

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  • Mun, Kyung-Chun, 2007. "Volatility and correlation in international stock markets and the role of exchange rate fluctuations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(1), pages 25-41, February.
    • Handle: RePEc:eee:intfin:v:17:y:2007:i:1:p:25-41
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    7. Karolyi, G Andrew & Stulz, Rene M, 1996. "Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements," Journal of Finance, American Finance Association, vol. 51(3), pages 951-986, July.
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