Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Xiao Jing Cai, Shuairu Tian and Shigeyuki Hamori
| Year of publication: |
Aug 2016
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| Authors: | Cai, Xiao Jing ; Tian, Shuairu ; Hamori, Shigeyuki |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 40/42, p. 3789-3803
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| Subject: | DCC-MGARCH model | DECO-MGARCH model | financial market contagion | emerging East Asian stock markets | global financial crisis | Finanzkrise | Financial crisis | Ostasien | East Asia | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Schwellenländer | Emerging economies | Korrelation | Correlation | Börsenkurs | Share price | Volatilität | Volatility | Asien | Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1145349 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011628092