Taiwan and U.S. equity market interdependence and contagion : evidence from four-factor model
Year of publication: |
2018
|
---|---|
Authors: | Li, Chun-an ; Lee, Min-Ching ; Huang, Chin-sheng |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 12.2018, 2, p. 95-115
|
Subject: | Co-Movement | Contagion | Financial Crisis | Factor Model | Finanzkrise | Financial crisis | Taiwan | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | USA | United States | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Volatilität | Volatility |
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