Measuring dependence between the USA and the Asian economies : a time-varying copula approach
Shegorika Rajwani, Dilip Kumar
| Year of publication: |
2019
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|---|---|
| Authors: | Rajwani, Shegorika ; Kumar, Dilip |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 20.2019, 4, p. 962-980
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| Subject: | Time-varying copula | financial contagion | tail dependence | global financial crisis | Asian stock markets | Finanzkrise | Financial crisis | Asien | Asia | Multivariate Verteilung | Multivariate distribution | Ansteckungseffekt | Contagion effect | USA | United States | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150919845240 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137520