Faculty of Economics and Commerce
Department of Finance
Parkville, Victoria 3010
The University of Melbourne
Exceedance correlation, Truncated correlation, Bivariate Student-t correlation
Default risk, Business cycle, Conditional Asset pricing, Microcaps
REIT, real estate investment trust, transaction cost, liquidity
price discovery, trading platforms, natural gas derivatives
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
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International equity markets, correlation, extreme returns, downside risk
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: JORI.pdf
asset pricing, business cycle, default risk
incomplete data, multiple imputation
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