Stock and bond returns correlation in Korea : local versus global risk during crisis periods
Year of publication: |
2019
|
---|---|
Authors: | Park, Keehwan ; Fang, Zhongzheng ; Ha, Young Ho |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 65.2019, p. 1-18
|
Subject: | Dynamic conditional correlation | Flight to quality | Local-risk driven crisis | Global-risk driven crisis | Stock market uncertainty | Country risk | Korea | Südkorea | South Korea | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Länderrisiko | Korrelation | Correlation | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Risiko | Risk | ARCH-Modell | ARCH model | Rentenmarkt | Bond market |
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