Steven Nicklas

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

International Equity Correlations, Integration and Contagion

Number of pages: 57 Posted: 13 Sep 2012 Last Revised: 08 Oct 2012
Steven Nicklas and Jonathan Thong
affiliation not provided to SSRN and The University of Sydney Business School
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Abstract:

Finance, Factor Models, Bayesian Finance, Correlations, Contagion, Integration, International, Equities