Another look at the relationship between cross-market correlation and volatility

Bartram, S and Wang, H (2005) Another look at the relationship between cross-market correlation and volatility. Finance Research Letters, 2 (2). pp. 75-88. ISSN 1544-6123

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Item Type:
Journal Article
Journal or Publication Title:
Finance Research Letters
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2003
Subjects:
?? financediscipline-based research ??
ID Code:
44046
Deposited By:
Deposited On:
11 Jul 2011 18:09
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 11:53