Author:
Bejarano-Bejarano Luis V.,Gómez-González José Eduardo,Melo-Velandia Luis Fernando,Torres-Gorron Jhon Edwar
Reference26 articles.
1. 0. Ang, A., & Bekaert, G. (1999). International Asset Allocation with Time-Varying Correlations, NBER Working Papers 7056.
2. Asymmetric correlations of equity portfolios;Ang;Journal of Financial Economics,2002
3. 2. Baba, Y., Engle, R. F., Kraft, D. F., & Kroner, K. F. (1991). Multivariate Simultaneous Generalised ARCH, University of California, San Diego: Department of Economics (No.89-57). Discussion Paper.
4. A new approach to measuring financial contagion;Bae;Review of Financial Studies,2003
5. Emerging Markets Finance;Bekaert;Journal of Empirical Finance,2003
Cited by
2 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