International Finance Discussion Papers: Evaluating Correlation Breakdowns During Periods of Market Volatility

By Mico Loretan

Financial market observers have noted that during periods of high market volatility, correlations between asset prices can differ substantially from those seen in quieter markets. For example,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288732414
• ISBN13: 9781288732418
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 36 Pages
• Weight: 0.18 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"