What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach

Hyunchul Lee, Seung Mo Cho

Year of publication:	September 2017
Authors:	Lee, Hyunchul ; Seung Mo Cho
Published in:	International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 51.2017, p. 314-327
Subject:	Stock market comovements \| Macroeconomic performances \| Realized correlations \| Nonlinearity \| Conditional quantile regression \| Aktienmarkt \| Stock market \| Regressionsanalyse \| Regression analysis \| Korrelation \| Correlation \| Asiatisch-pazifischer Raum \| Asia-Pacific region \| Schätzung \| Estimation \| Volatilität \| Volatility \| Kapitaleinkommen \| Capital income \| Börsenkurs \| Share price \| ARCH-Modell \| ARCH model

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011754455

A service of the