Does Correlation Between Stock Returns Really Increase During Turbulent Periods?
| Year of publication: |
2001
|
|---|---|
| Authors: | Chesnay, François ; Jondeau, Eric |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 30.2001, 1, p. 53-80
|