LaTeX changes colour of in-text citing with hyperref package and natbib

I am using the natbib and hyperref packages in my LaTeX document and would like to change the colour of the box around the hyper-referenced citations from the baseline green to a more muted colour (violet or navy blue). However, in using the suggested code to do this, I cannot get the citation link colours to change. MWE:

\usepackage[usenames,dvipsnames]{color}
\usepackage[round]{natbib}
\usepackage[hyperfootnotes=false]{hyperref}
\hypersetup{
 colorlinks=false,
 citecolor=Violet,
 linkcolor=Red,
 urlcolor=Blue}

 \begin{document}

 \bibliographystyle{apsr}
 \bibliography{exp_final}
 \end{document}

However, when I compile (I compiled multiple times to make sure) my pdf file looks the same as if I had excluded the formatting in the \hypersetup (still the same green). I would also like to box the footnote citations as well.