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Another look at the relationship between cross-market correlation and volatility

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Another look at the relationship between cross-market correlation and volatility. / Bartram, S; Wang, H.
In: Finance Research Letters, Vol. 2, No. 2, 2005, p. 75-88.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Bartram, S & Wang, H 2005, 'Another look at the relationship between cross-market correlation and volatility', Finance Research Letters, vol. 2, no. 2, pp. 75-88.

APA

Bartram, S., & Wang, H. (2005). Another look at the relationship between cross-market correlation and volatility. Finance Research Letters, 2(2), 75-88.

Vancouver

Bartram S, Wang H. Another look at the relationship between cross-market correlation and volatility. Finance Research Letters. 2005;2(2):75-88.

Author

Bartram, S ; Wang, H. / Another look at the relationship between cross-market correlation and volatility. In: Finance Research Letters. 2005 ; Vol. 2, No. 2. pp. 75-88.

Bibtex

@article{3a6670907c7341f49e4e1ffa1705f406,
title = "Another look at the relationship between cross-market correlation and volatility",
author = "S Bartram and H Wang",
year = "2005",
language = "English",
volume = "2",
pages = "75--88",
journal = "Finance Research Letters",
issn = "1544-6123",
publisher = "Elsevier BV",
number = "2",

}

RIS

TY - JOUR

T1 - Another look at the relationship between cross-market correlation and volatility

AU - Bartram, S

AU - Wang, H

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 2

SP - 75

EP - 88

JO - Finance Research Letters

JF - Finance Research Letters

SN - 1544-6123

IS - 2

ER -