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The impact of the Asian crisis on the behavior of US and international petroleum prices

Hammoudeh, Shawkat; Li, Huimin - In: Energy economics 26 (2004) 1, pp. 135-160

Persistent link: https://www.econbiz.de/10001887894

Essays on financial contagion and regime shifts

Li, Huimin - 2004

Persistent link: https://www.econbiz.de/10003387282

Dynamic correlation analysis of financial contagion : evidence from Asian markets

Chiang, Thomas C.; Jeon, Bang-nam; Li, Huimin - In: Journal of international money and finance 26 (2007) 7, pp. 1206-1228

Persistent link: https://www.econbiz.de/10003565829

The impact of sovereign rating changes and financial contagion on stock market returns : evidence from five Asian countries

Li, Huimin; Jeon, Bang-nam; Cho, Seong-yeon; Chiang, … - In: Global finance journal 19 (2008) 1, pp. 46-55

Persistent link: https://www.econbiz.de/10003742512

Herding within industries : evidence from Asian stock markets

Zheng, Dazhi; Li, Huimin; Chiang, Thomas C. - In: International review of economics & finance : IREF 51 (2017), pp. 487-509

Persistent link: https://www.econbiz.de/10011754568

Regime switching on the relationship between stock returns and currency values : evidende from the 1997 Asian crisis

Li, Huimin; Chiang, Thomas C. - In: Handbook of investors' behavior during financial crises, (pp. 257-276). 2017

Persistent link: https://www.econbiz.de/10011743051

Economic uncertainty or financial uncertainty? : an empirical analysis of bank risk-taking in Asian emerging markets

Wu, Ji; Li, Huimin; Zheng, Dazhi; Liu, Xiaoyan - In: Finance research letters 39 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012804949

Essays on financial contagion and regime shifts

Li, Huimin - 2004

This study reexamines the Asian stock market contagion by employing a dynamic multivariate GARCH model. Based on a commonly held definition, contagion is defined as a significant increase in comovements between asset returns across markets. By analyzing the correlation coefficient series, this...

Persistent link: https://www.econbiz.de/10009451008