Increasing correlations or just fat tails?

Rachel A J Campbell, Catherine Scipione Forbes, Kees G Koedijk, Paul Kofman

Research output: Contribution to journalArticleResearchpeer-review

36 Citations (Scopus)
Original languageEnglish
Pages (from-to)287 - 309
Number of pages23
JournalJournal of Empirical Finance
Volume15
Issue number2
DOIs
Publication statusPublished - 2008

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