The impact of large changes in asset prices on intra-market correlations in the domestic and international markets
Ehud I. Ronn; Akin Sayrak; Stathis Tompaidis
| Year of publication: |
2009
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|---|---|
| Authors: | Ronn, Ehud I. ; Sayrak, Akin ; Tompaidis, Stathis |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 44.2009, 3, p. 405-436
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| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Hedging | Zins | Interest rate | CAPM |
| 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/10003879763