Potential dependence of financial cycles between emerging and developed countries : based on ARIMA-GARCH copula model
Tinghui Li, Junhao Zhong, and Zimei Huang
| Year of publication: |
2020
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| Authors: | Li, Tinghui ; Zhong, Junhao ; Huang, Zimei |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 6, p. 1237-1250
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| Subject: | ARIMA-GARCH copula | emerging and developed countries | financial cycles | potential dependence | Schwellenländer | Emerging economies | Entwicklungsländer | Developing countries | Multivariate Verteilung | Multivariate distribution | Industrieländer | Industrialized countries | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1611559 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211540