Since the GFC, International Equity Markets Display High Correlation
Since the Global Financial Crisis, the correlation between equity markets has significantly increased. Correlations of Dutch AEX, Dutch Midkap, Dutch All Share, Dutch Financial Institutions, Dow Jones, Nasdaq, Nikkei, Eurotop 100 indices with MSCI World index are on average above 90% since September 2008.
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Source: DNB Get the data
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