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What drives asymmetric dependence structures of asset return comovements?

What drives asymmetric dependence structures of asset return comovements?. Anandadeep Mandal Ph.D. Student Cranfield School of Management, Cranfield University, England May 8 th 2014, Sussex. Outline. Introduction Problem Statement Research Questions and Objectives Data Used

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Low volatility regime - PowerPoint PPT Presentation

What drives asymmetric dependence structures of asset return comovements?