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: C30 G12 G14 (search for similar items in EconPapers)
Date: 2005
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Working Paper: Asset Prices and asset Correlations in Illiquid Markets (2006)
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