تجزیه و تحلیل همبستگی متقابل برای بازارهای سهام ایالات متحده، ژاپن و اروپا

This paper investigates the long range cross covariances among the stock price returns for the United States, Japan, and the Europe. Empirical results suggest that the stock price returns of these regions have cross covariances of slow moving fluctuations.