Co-movement of conditional volatility matter in asset pricing: Further evidence in the downside and conventional pricing frameworks

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	24 - 44
Number of pages	21
Journal	ICFAI Journal of Applied Economics
Volume	14
Issue number	9
Publication status	Published - 2008

Cite this

@article{2fba4f3f54f14fb5b53f0b92e55562e2,

title = "Co-movement of conditional volatility matter in asset pricing: Further evidence in the downside and conventional pricing frameworks",

author = "Song Li and Galagedera, \{Don Upatissa Asoka\}",

year = "2008",

language = "English",

volume = "14",

pages = "24 -- 44",

journal = "ICFAI Journal of Applied Economics",

issn = "0972-5105",

number = "9",

}