State dependent correlation and lead-lag relation when volatility of markets is large : evidence from the US and Asian emerging markets
Bwo-Nung Huang, Soong-Nark Sohng and Chin Wei Yang
| Year of publication: |
1999
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|---|---|
| Authors: | Huang, Bwo-nung ; Sohng, Soong-nark ; Yang, Chin-wei |
| Published in: |
Journal of economic development. - Seoul, Korea : [Verlag nicht ermittelbar], ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 24.1999, 2, p. 57-77
|
| Subject: | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Volatilität | Volatility | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | USA | United States | Asien | Asia | Hongkong | Hong Kong | Japan | Südkorea | South Korea | Malaysia | Philippinen | Philippines | Singapur | Singapore | Thailand | Taiwan | 1986-1997 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic development |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001468679