The price of correlation risk: evidence from Chinese stock market

Author： LiuChenDalian Commodities Exchange   Dalian   China   ZhengZhenlongDepartment of Finance   Xiamen University   Xiamen   China  

Publisher： Emerald Group Publishing Ltd

E-ISSN： 2044-1401|4|4|343-359

ISSN： 2044-1398

Source： China Finance Review International, Vol.4, Iss.4, 2014-11, pp. : 343-359

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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