Correlation dynamics in east Asian financial markets
Lestano and Gerard H. Kuper
| Year of publication: |
2016
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|---|---|
| Authors: | Lestano, Lestano ; Kuper, Gerard H. |
| 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. 52.2016, 1/3, p. 382-399
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| Subject: | stock market | foreign exchange market | currency crisis | dynamic conditional correlation | interdependence | Korrelation | Correlation | Devisenmarkt | Foreign exchange market | Währungskrise | Currency crisis | Aktienmarkt | Stock market | Ostasien | East Asia | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2014.998560 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011562458