The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets.
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| Title: | The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets. |
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| Authors: | Ronn, Ehud I.1 eronn@mail.utexas.edu, Sayrak, Akin2, Tompaidis, Stathis1 |
| Source: | Financial Review. Aug2009, Vol. 44 Issue 3, p405-436. 32p. 9 Charts, 4 Graphs. |
| Database: | Business Source Ultimate |
| ISSN: | 07328516 |
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| DOI: | 10.1111/j.1540-6288.2009.00223.x |