Another look at the relationship between cross-market correlation and volatility-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Another look at the relationship between cross-market correlation and volatility

Published:2005-06 Issue:2 Volume:2 Page:75-88
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Bartram Söhnke M.,Wang Yaw-Huei

Publisher

Elsevier BV

Subject

Finance

Reference17 articles.

1. Asymmetric correlations of equity portfolio;Ang;Journal of Financial Economics,2002

2. A new approach to measuring financial contagion;Bae;Review of Financial Studies,2003

3. Are the gains from international portfolio diversification exaggerated? The influence of downside risk in bear markets;Butler;Journal of International Money and Finance,2002

4. Capital flows to Latin America: Is there evidence of contagion effects?;Calvo,1996

5. Copula Methods in Finance;Cherubini,2004

Cited by 35 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The ripple effect: analyzing the contagion of the Tunisian revolution on the Egyptian stock market;Journal of Financial Regulation and Compliance;2024-07-25

2. Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets;Journal of Risk and Financial Management;2023-03-27

3. Equity Index;Encyclopedia of Quality of Life and Well-Being Research;2023

4. Equity Index;Encyclopedia of Quality of Life and Well-Being Research;2023

5. Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19;Finance Research Letters;2021-11

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP