Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore
Year of publication: |
2013
|
---|---|
Authors: | Toyoshima, Yuki ; Hamori, Shigeyuki |
Published in: |
Journal of Asian Economics. - Elsevier, ISSN 1049-0078. - Vol. 24.2013, C, p. 117-123
|
Publisher: |
Elsevier |
Subject: | Asymmetric dynamic conditional correlation model | Japan–Singapore economic partnership agreement | Global financial crisis |
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