Publication detail

Do co-jumps impact correlations in currency markets?

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
Mgr. Lukáš Vácha Ph.D.,
Type: Articles in journals with impact factor
Year: 2018
Number: 0
ISSN / ISBN:
Published in: Journal of Financial Markets, 37, pp.97-119, available here PDF.
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Keywords:
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Suggested Citation:
Abstract:
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