Dynamic conditional correlation analysis of financial market interdependence : an application to Thailand and Indonesia
Year of publication: |
2007
|
---|---|
Authors: | Kuper, Gerard H. ; Lestano, Lestano |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 18.2007, 4, p. 670-684
|
Subject: | Währungskrise | Currency crisis | Korrelation | Correlation | Finanzmarkt | Financial market | Thailand | Indonesien | Indonesia | 1995-2001 |
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