Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
Year of publication: |
2009-11-23
|
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Authors: | Hakim, A. ; McAleer, M.J. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | risk | conditional correlations | emerging markets | stocks | bonds | foreign exchange markets |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2009-33 |
Source: |
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McAleer, Michael, (2009)
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