Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods

Authors

Sie Ting Lau, Nanyang Technological University
Thomas H. McInish, Nanyang Technological University

Publication Title

Global Finance Journal

Recommended Citation

Lau, S., & McInish, T. (1993). Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods. Global Finance Journal, 4 (1), 1-19. https://doi.org/10.1016/1044-0283(93)90010-V