An equicorrelation measure for equity, bond, foreign exchange and commodity returns
Sofiane Aboura and Julien Chevallier
| Year of publication: |
2013
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|---|---|
| Authors: | Aboura, Sofiane ; Chevallier, Julien |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 16/18, p. 1618-1624
|
| Subject: | DECO | cross-market | equity | bonds | foreign exchange | commodities | Devisen | Foreign exchange | Anleihe | Bond |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010222949