An equicorrelation measure for equity, bond, foreign exchange and commodity returns
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DOI: 10.1080/13504851.2013.829192
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- Song, Ying & Bouri, Elie & Ghosh, Sajal & Kanjilal, Kakali, 2021. "Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak," Resources Policy, Elsevier, vol. 74(C).
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