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State dependent correlation and lead-lag relation when volatility of markets is large : evidence from the US and Asian emerging markets
Huang, Bwo-nung; Sohng, Soong-nark; Yang, Chin-wei - In: Journal of economic development 24 (1999) 2, pp. 57-77
Persistent link: https://www.econbiz.de/10001468679
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The US and Taiwan trade balance revisited : a comparison of the instrument variable and the VAR models
Huang, Bwo-nung; Sohng, Soong-nark; Yang, Chin-wei - In: Seoul journal of economics 12 (1999) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10001418596