The day-of-the-week effect in conditional correlation
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- Büttner, David & Hayo, Bernd, 2010. "News and correlations of CEEC-3 financial markets," Economic Modelling, Elsevier, vol. 27(5), pages 915-922, September.
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KeywordsDay-of-the-week effect; Conditional correlation; Asia-Pacific markets;
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