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DP10804	Size and Momentum Profitability in International Stock Markets Author(s): Peter S. Schmidt, Andreas Schrimpf, Urs von Arx, Alexander F Wagner and Andreas Ziegler Published: September 2015
DP3172	Increased Correlation in Bear markets: A Downside Risk Perspective Author(s): Rachel Campbell, Kees Koedijk and Paul Kofman Published: January 2002
DP2538	Extreme Correlation of International Equity Markets Author(s): François Longin and Bruno H Solnik Published: August 2000

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