Title: Correlation Between the World's Stock Markets Before and After the 1987 Crash.
Authors: MERIC, ILHAN; MERIC, GULSER
Abstract: Investigates co-movements of the world's ten largest stock markets before and after the 1987 stock market crash. Increase in correlation between the stock markets; Benefits of international portfolio diversification; Stock markets studied include those in North America, Europe and the Far East.
Subjects: STOCK exchanges; STOCK Market Crash, 1987
Publication: Journal of Investing, 1998, Vol 7, Issue 3, p67
ISSN: 1068-0896
Publication type: Academic Journal
DOI: 10.3905/joi.1998.408462

Correlation Between the World's Stock Markets Before and After the 1987 Crash.

MERIC, ILHAN; MERIC, GULSER