Stock market linkage between Asia and the United States in two crises : smooth-transition correlation VAR-GARCH approach
Year of publication: |
2011
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Authors: | Yoshida, Yūshi |
Published in: |
The evolving role of Asia in global finance. - Bingley [u.a.] : Emerald, ISBN 978-0-85724-745-2. - 2011, p. 53-81
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Subject: | USA | United States | Aktienmarkt | Stock market | Asien | Asia | Korrelation | Correlation | Finanzkrise | Financial crisis | Börsenkurs | Share price | Marktintegration | Market integration |
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