Work

International Correlation Risk

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2049809

Authors: Philippe Mueller, Andreas Stathopoulos, Andrea Vedolin

Institutions: University of Warwick, University of North Carolina at Chapel Hill, Boston University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Economic and Social Research Council

Award: G1844061666

OpenAlex ID: W2149262497

Cites: 12

Cited by: 23

Related to: 10