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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.
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
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DbLabel: Business Source Ultimate
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PubType: Academic Journal
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  Data: <searchLink fieldCode="JN" term="%22Financial+Review%22">Financial Review</searchLink>. Aug2009, Vol. 44 Issue 3, p405-436. 32p. 9 Charts, 4 Graphs.
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        Value: 10.1111/j.1540-6288.2009.00223.x
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      – Code: eng
        Text: English
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        PageCount: 32
        StartPage: 405
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      – TitleFull: The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets.
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