Increased Correlation in Bear Markets

RAJ Campbell, CG (Kees) Koedijk, P Kofman

Research output: Contribution to journal › Article › Academic › peer-review

144 Citations (Scopus)

Abstract

Focuses on the evidence of increased correlations in global financial market ret

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title = "Increased Correlation in Bear Markets",

abstract = "Focuses on the evidence of increased correlations in global financial market ret",

author = "RAJ Campbell and Koedijk, {CG (Kees)} and P Kofman",

year = "2002",

language = "Undefined/Unknown",

volume = "58",

pages = "87--97",

journal = "Financial Analysts Journal",

issn = "0015-198X",

publisher = "CFA Institute",

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TY - JOUR

T1 - Increased Correlation in Bear Markets

AU - Campbell, RAJ

AU - Koedijk, CG (Kees)

AU - Kofman, P

PY - 2002

Y1 - 2002

N2 - Focuses on the evidence of increased correlations in global financial market ret

AB - Focuses on the evidence of increased correlations in global financial market ret

M3 - Article

SN - 0015-198X

VL - 58

SP - 87

EP - 97

JO - Financial Analysts Journal

JF - Financial Analysts Journal

IS - 1

ER -