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Long-Term Global Market Correlations

Downloads 6,182 ( 757)

Citation 89

Long-Term Global Market Correlations

Yale ICF Working Paper No. 08-04

Number of pages: 46 Posted: 25 Oct 2001 Last Revised: 24 Jan 2008

William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst

Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance

Downloads 6,034 (785)

Citation 89

Abstract:

Long-Term Global Market Correlations

NBER Working Paper No. w8612

Number of pages: 52 Posted: 17 Nov 2001

William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst

Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance

Downloads 148 (163,641)

Citation 89

Abstract:

Macroeconomic Factors and the Correlation of Stock and Bond Returns

Yale ICF Working Paper No. 02-46; AFA 2004 San Diego Meetings

Number of pages: 53 Posted: 23 Nov 2003

Lingfeng Li

Capula Investment Services

Downloads 5,747 (736)

Citation 35

Abstract:

An Economic Measure of Diversification Benefits

Yale ICF Working Paper No. 03-11

Number of pages: 41 Posted: 21 May 2003

Lingfeng Li

Capula Investment Services

Downloads 1,111 (13,585)

Lingfeng Li

Capula Investment Services

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Scholarly Papers (3)

Long-Term Global Market Correlations

Long-Term Global Market Correlations

Abstract:

Long-Term Global Market Correlations

Abstract:

Macroeconomic Factors and the Correlation of Stock and Bond Returns

Abstract:

An Economic Measure of Diversification Benefits

Abstract:

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