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
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|---|---|
| Authors: | Huang, Bwo-nung ; Sohng, Soong-nark ; Yang, Chin-wei |
| Published in: |
Journal of economic development. - Seoul, Korea, ISSN 0254-8372, ZDB-ID 8720150. - Vol. 24.1999, 2, p. 57-77
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| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Journal of economic development |
| Source: |
Persistent link: https://www.econbiz.de/10009929338