Excessive variation in risk-factor correlations and volatilities
Turan G. Bali; Hans Genberg; Salih N. Neftci
| Year of publication: |
2002
|
|---|---|
| Authors: | Bali, Turan G. ; Genberg, Hans ; Neftci, Salih N. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 12, p. 1119-1146
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Staatspapier | Government securities | Aktienindex | Stock index | USA | United States | Deutschland | Germany | Japan | Frankreich | France |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001713588