Asymmetric correlations of equity portfolios
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference57 articles.
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3. Bae, K.H., Karolyi, G.A., Stulz, R.M., 2000. A new approach to measuring financial contagion. Unpublished working paper, National Bureau of Economic Research, Cambridge, MA.
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