Increased Correlation in Bear Markets

RAJ Campbell, CG (Kees) Koedijk, P Kofman

Research output: Contribution to journalArticleAcademicpeer-review

154 Citations (Scopus)

Abstract

Focuses on the evidence of increased correlations in global financial market ret
Original languageUndefined/Unknown
Pages (from-to)87-97
Number of pages8
JournalFinancial Analysts Journal
Volume58
Issue number1
Publication statusPublished - 2002

Research programs

  • RSM F&A

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