Contagion effects and volatility impulse responses between US and Asian stock markets
Year of publication: |
August 2017
|
---|---|
Authors: | Kang, Sang Hoon ; Ko, Hee-un ; Yoon, Seong-min |
Published in: |
Korea and the world economy. - Seoul : [Verlag nicht ermittelbar], ISSN 2234-2346, ZDB-ID 2704224-8. - Vol. 18.2017, 2, p. 111-130
|
Subject: | Asian stock markets | volatility spill over | volatility impulse response analysis | financial crisis |
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