Correlation risk

Journal of Empirical Finance

Volumn 16, Issue 3, 2009, Pages 353-367

  Krishnan, C N V ^a   Petkova, Ralitsa ^b   Ritchken, Peter ^a  

^a CASE WESTERN RESERVE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Price of correlation risk; Time varying correlation

Indexed keywords

EID: 64449086359     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2008.10.005     Document Type: Article

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