Analyzing the contribution of ASEAN stock markets to systemic risk
Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawanit and Songsak Sriboonchitta
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Roengchai Tansuchat ; Woraphon Yamaka ; Kritsana Khemawanit ; Songsak Sriboonchitta |
| Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 649-666
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| Subject: | Markov switching model copula | Time varying dependence | CES | ASEAN stock markets | ASEAN-Staaten | ASEAN countries | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50742-2_40 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011802003