View in EDS HTML Full Text PDF Full Text

Volatility-dependent correlations: further evidence of when, where and how.

Saved in:

Bibliographic Details
Title:	Volatility-dependent correlations: further evidence of when, where and how.
Authors:	Clements, Adam¹ (AUTHOR) a.clements@qut.edu.au, Scott, Ayesha² (AUTHOR) ayesha.scott@aut.ac.nz, Silvennoinen, Annastiina¹ (AUTHOR) silvennoinen@qut.edu.au
Source:	Empirical Economics. Aug2019, Vol. 57 Issue 2, p505-540. 36p. 16 Charts, 7 Graphs.
Database:	Business Source Ultimate
Full text is not displayed to guests. Login for full access.

Description
ISSN:	03777332
DOI:	10.1007/s00181-018-1473-0