Have a personal or library account? Click to login
Volatility Implications for Asset Returns Correlation Cover

Volatility Implications for Asset Returns Correlation

Central European Economic Journal
Volume 11 (2024): Issue 58 (January 2024)
By:
Open Access
|Nov 2024
DOI: https://doi.org/10.2478/ceej-2024-0027 | Journal eISSN: 2543-6821 | Journal ISSN: 2544-9001
Journal RSS Feed
Language: English
Page range: 424 - 446
Published on: Nov 23, 2024
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 1 times per year
Keywords:
Asset correlation,
volatility,
market stress,
diversification,
portfolio management
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Economic policy

© 2024 Illia Ivanov, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 License.

Previous articleVolume 11 (2024): Issue 58 (January 2024)Next article