Asset Prices and Asset Correlations in Illiquid Markets

Alessio Caldarera and Celso Brunetti ()

No 288, 2005 Meeting Papers from Society for Economic Dynamics

Keywords: Market Liquidity; Asset Pricing; Volatilities; Correlations; GMM (search for similar items in EconPapers)
JEL-codes: G12 G14 C30 (search for similar items in EconPapers)
Date: 2005

Downloads: (external link)
http://myweb.jhu.edu/celsob/BrunettiCaldarera6.pdf main text (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to myweb.jhu.edu:80 (Bad hostname 'myweb.jhu.edu')

Related works:
Working Paper: Asset Prices and asset Correlations in Illiquid Markets (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:red:sed005:288

Access Statistics for this paper

More papers in 2005 Meeting Papers from Society for Economic Dynamics
Address: Society for Economic Dynamics Anne Stubing CV Starr Center for Applied Economics 269 Mercer Street, Room 303 New York University New York, NY 10003
Contact information at EDIRC.
Series data maintained by Christian Zimmermann ().