Barunik, Jozef
Vacha, Lukas
Funding for this research was provided by:
Czech Science Foundation (GA16-14151S)
This article is maintained by: Elsevier
Article Title: Do co-jumps impact correlations in currency markets?
Journal Title: Journal of Financial Markets
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.finmar.2017.11.004
Content Type: article
Copyright: © 2017 Elsevier B.V. All rights reserved.