Increased correlations in bear market

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

Research output: Contribution to journalArticleProfessional

108 Citations (Scopus)
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.