Contagion effects between real estate and macroeconomic factors across Great China Area : ARMAX - EGARCH - Copula model
Miin-Yu Peng; Shih-Chia Chen and Wo-Chiang Lee
| Year of publication: |
2013
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|---|---|
| Authors: | Peng, Miin-yu ; Chen, Shih-chia ; Lee, Wo-chiang |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 2, p. 153-162
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| Subject: | ARMAX-EGARCH | Copula | Tail dependence | Contagion effect | Multivariate Verteilung | Multivariate distribution | China | Ansteckungseffekt | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010257978