An investigation of the cross-strait economic integration and dependence of stock markets
Year of publication: |
2017
|
---|---|
Authors: | Fang, Ming ; Wang, Ming-Chieh ; Chang, Chiu-Lan |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 3, p. 661-669
|
Subject: | copula | dependence structure | economic integration | Wirtschaftsintegration | Economic integration | Multivariate Verteilung | Multivariate distribution | Aktienmarkt | Stock market | Theorie | Theory | Marktintegration | Market integration | Kapitaleinkommen | Capital income |
-
Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang, (2021)
-
Time-Varying Asymmetric Tail Dependence of International Equities Markets
Zhou, Chunyang, (2022)
-
The impacts of COVID-19 on the dependence structure of the stock market
Kim, Jong-Min, (2023)
- More ...
-
Chang, Chiu-Lan, (2023)
-
Fang, Ming, (2022)
-
Financial integration of large- and small-cap stocks in emerging markets
Wang, Ming-chieh, (2013)
- More ...