Increased correlations in bear market

R. Campbell, C.G. Koedijk, P. Kofman

Research output: Contribution to journalArticleProfessional

Original languageEnglish
Pages (from-to)87-94
Number of pages8
JournalFinancial Analysts Journal
Volume58
Issue number1
Publication statusPublished - 2002
Externally publishedYes

Cite this

Campbell, R., Koedijk, C. G., & Kofman, P. (2002). Increased correlations in bear market. Financial Analysts Journal, 58(1), 87-94.
Campbell, R. ; Koedijk, C.G. ; Kofman, P. / Increased correlations in bear market. In: Financial Analysts Journal. 2002 ; Vol. 58, No. 1. pp. 87-94.
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Campbell, R, Koedijk, CG & Kofman, P 2002, 'Increased correlations in bear market', Financial Analysts Journal, vol. 58, no. 1, pp. 87-94.

Increased correlations in bear market. / Campbell, R.; Koedijk, C.G.; Kofman, P.

In: Financial Analysts Journal, Vol. 58, No. 1, 2002, p. 87-94.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Increased correlations in bear market

AU - Campbell, R.

AU - Koedijk, C.G.

AU - Kofman, P.

N1 - Pagination: 8

PY - 2002

Y1 - 2002

M3 - Article

VL - 58

SP - 87

EP - 94

JO - Financial Analysts Journal

JF - Financial Analysts Journal

SN - 0015-198X

IS - 1

ER -