The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets.

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Bibliographic Details
Title: The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets.
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
Description
ISSN:07328516
DOI:10.1111/j.1540-6288.2009.00223.x