International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Review of Asset Pricing Studies
سال: 2016
ISSN: 2045-9920,2045-9939
DOI: 10.1093/rapstu/raw005