[1]
Twala, Z., Demirer, R. and Gupta, R. 2018. Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. Journal of Economics and Behavioral Studies. 10, 2(J) (May 2018), 120-132. DOI:https://doi.org/10.22610/jebs.v10i2(J).2221.