Extreme correlation of stock and bond futures markets : international evidence
Chin Man Chui; Jian Yang
| Year of publication: |
2012
|
|---|---|
| Authors: | Chui, Chin Man ; Yang, Jian |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 47.2012, 3, p. 565-587
|
| Subject: | Korrelation | Correlation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Derivat | Derivative | Volatilität | Volatility | Welt | World |
| 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/10009577033