Another look at the relationship between cross-market correlation and volatility
| Year of publication: |
2005
|
|---|---|
| Authors: | Bartram, Sohnke M. ; Wang, Yaw-Huei |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 2.2005, 2, p. 75-88
|
| Publisher: |
Elsevier |