State dependent correlation and lead-lag relation when volatility of markets is large : evidence from the US and Asian emerging markets

Bwo-Nung Huang, Soong-Nark Sohng and Chin Wei Yang

Year of publication:	1999
Authors:	Huang, Bwo-nung ; Sohng, Soong-nark ; Yang, Chin-wei
Published in:	Journal of economic development. - Seoul, Korea : [Verlag nicht ermittelbar], ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 24.1999, 2, p. 57-77
Subject:	Wertpapierhandel \| Securities trading \| Börsenkurs \| Share price \| Volatilität \| Volatility \| Schwellenländer \| Emerging economies \| ARCH-Modell \| ARCH model \| USA \| United States \| Asien \| Asia \| Hongkong \| Hong Kong \| Japan \| Südkorea \| South Korea \| Malaysia \| Philippinen \| Philippines \| Singapur \| Singapore \| Thailand \| Taiwan \| 1986-1997

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