Economic sources of asymmetric cross-correlation among stock returns
Year of publication: |
2001
|
---|---|
Authors: | Yu, Chih-hsien ; Wu, Chunchi |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 10.2001, 1, p. 19-40
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Theorie | Theory | Korrelation | Correlation | Schätzung | Estimation | USA | United States |
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