Stock and bond returns correlation in Korea : local versus global risk during crisis periods
Keehwan Park, Zhongzheng Fang, Young Ho Ha
| Year of publication: |
2019
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|---|---|
| Authors: | Park, Keehwan ; Fang, Zhongzheng ; Ha, Young Ho |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 65.2019, p. 1-18
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| Subject: | Dynamic conditional correlation | Flight to quality | Local-risk driven crisis | Global-risk driven crisis | Stock market uncertainty | Country risk | Korea | Aktienmarkt | Stock market | Südkorea | South Korea | Finanzkrise | Financial crisis | Korrelation | Correlation | Länderrisiko | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risiko | Risk | Rentenmarkt | Bond market | Anleihe | Bond | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2019.101136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012257798