Explaining international stock correlations with CPI fluctuations and market volatility
Yijie Cai; Ray Yeutien Chou; Dan Li
| Year of publication: |
2009
|
|---|---|
| Authors: | Cai, Yijie ; Chou, Ray Yeutien ; Li, Dan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 11, p. 2026-2035
|
| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Korrelation | Correlation | Verbraucherpreisindex | Consumer price index | Theorie | Theory | Aktienmarkt | Stock market | Preiskonvergenz | Price convergence | Japan |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003892191