Work

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

Year: 2005

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2005.01.002

Authors: Söhnke M. Bartram, Yaw-Huei Wang

Institutions: Lancaster University, National Central University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2063770577

FWCI: 3.404

Cites: 23

Cited by: 53

Related to: 10