What is Co-movement?
Author:
Publisher
Elsevier BV
Reference20 articles.
1. Asymmetric Correlations of Equity Portfolios;A Ang;Journal of Financial Economics,2003
2. A New Approach to Measuring Financial Contagion;K H Bae;Review of Financial Studies,2003
3. Comovement
4. Coexceedances in Financial Markets - A Quantile Regression Analysis of Contagion
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