Journal of Financial Markets Vol. 37 2018

Do co-jumps impact correlations in currency markets?

Jozef Baruník; Lukáš Vácha

DOI

10.1016/j.finmar.2017.11.004

Volume

37

Pages

97-119

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓