Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "1424"
  #_source: array:26 [
    "id" => "1424"
    "slug" => "is-the-correlation-in-international-equity-returns-constant-1960-1990"
    "yearMonth" => "1995-02"
    "year" => "1995"
    "title" => "Is the Correlation in International Equity Returns Constant : 1960-1990 ?"
    "description" => "LONGIN, F. et SOLNIK, B. (1995). Is the Correlation in International Equity Returns Constant : 1960-1990 ? <i>Journal of International Money and Finance</i>, pp. 3-26."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "LONGIN François"
        "bid" => "B00000328"
        "slug" => "longin-francois"
      ]
      1 => array:1 [
        "name" => "SOLNIK B."
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "3-26"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Nous étudions la corrélation des marchés boursiers internationaux. La corrélation est instable au cours du temps. Cette instabilité peut être expliquée par une croissance au cours du temps, l'influence de variables économiques et un effet de seuil (signifiant que la corrélation est plus élevée quand on anticipe une forte volatilité des marchés)."
      "en" => "We study the correlation of monthly excess returns for seven major countries over the period 1960-1990. The correlation is unstable over time and this instability can be explained by a time-trend, the influence of economic variables and a threshold effect (which proves that the correlation is higher when we expect a high level of volatility)."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-23T07:21:43.000Z"
    "docTitle" => "Is the Correlation in International Equity Returns Constant : 1960-1990 ?"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/longin-francois">LONGIN François</a>, SOLNIK B."
    "docDescription" => "<span class="document-property-authors">LONGIN François, SOLNIK B.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">1995</span>"
    "keywordList" => ""
    "docPreview" => "<b>Is the Correlation in International Equity Returns Constant : 1960-1990 ?</b><br><span>1995-02 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Is the Correlation in International Equity Returns Constant : 1960-1990 ?</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.090506
  +"parent": null
}