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	Cross-financial-market correlations and quantitative easing
	Kryzanowski, Lawrence[1]; Zhang, Jie[2]; Zhong, Rui[3]
刊名	FINANCE RESEARCH LETTERS
	2017
卷号	20页码:13-21
关键词	Quantitative easing Correlations Forward contracts Stock and bond markets
ISSN号	1544-6123
DOI	http://dx.doi.org/10.1016/j.fr1.2016.06.011
URL标识	查看原文
收录类别	SSCI
WOS记录号	WOS:000393720200002
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5187891
专题	河南大学
作者单位	1.[1]Concordia Univ, John Malson Sch Business, 1455 De Maisonneuve Blvd West, Montreal, PQ H3G 1M8, Canada. 2.[2]Concordia Univ, John Malson Sch Business, 1455 De Maisonneuve Blvd West, Montreal, PQ H3G 1M8, Canada. 3.[3]Henan Univ, Sch Econ, 85 Minlun St, Kaifeng, Henan Province, Peoples R China.
推荐引用方式 GB/T 7714	Kryzanowski, Lawrence[1],Zhang, Jie[2],Zhong, Rui[3]. Cross-financial-market correlations and quantitative easing[J]. FINANCE RESEARCH LETTERS,2017,20:13-21.
APA	Kryzanowski, Lawrence[1],Zhang, Jie[2],&Zhong, Rui[3].(2017).Cross-financial-market correlations and quantitative easing.FINANCE RESEARCH LETTERS,20,13-21.
MLA	Kryzanowski, Lawrence[1],et al."Cross-financial-market correlations and quantitative easing".FINANCE RESEARCH LETTERS 20(2017):13-21.

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