Increased Correlation in Bear Markets

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Abstract

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

@article{4d79981ab0674f8a87dabcbbd68a32b7,

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 = "Taylor \& Francis Ltd (UK)",

number = "1",

}

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 -