International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns

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Veröffentlicht in:	Review of asset pricing studies 2016-12, Vol.6 (2), p.221-260
Hauptverfasser:	Solnik, Bruno, Watewai, Thaisiri
Format:	Artikel
Sprache:	eng
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source	Oxford University Press Journals All Titles (1996-Current)
title	International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns
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