Does liquidity risk explain the time-variation in asset correlations?: evidence from stocks, bonds and commodities

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Published in:	Journal of economics and behavioral studies 10(2018), 2 vom: Apr., Seite 120-132
Authors and Corporations:	Twala, Zintle (Author), Demirer, Rıza (Author), Gupta, Rangan (Author)
Title:	Does liquidity risk explain the time-variation in asset correlations?: evidence from stocks, bonds and commodities/ Zintle Twala, Riza Demirer, Rangan Gupta
Type of Resource:	E-Book Component Part
Language:	English
published:	2018
Series:	: Journal of economics and behavioral studies, 10(2018), 2 vom: Apr., Seite 120-132 , volume:10
Subjects:	Aufsatz in Zeitschrift
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen