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Asia Pacific Economies
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Contagion
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Dynamic Conditional Correlation
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Dynamic conditional correlation
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Financial Contagion
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Financial Crisis
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Hong Kong Monetary Authority
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil
Yiu, Matthew S.
;
Ho, Wai-Yip Alex
;
Jin, Lu
-
Hong Kong Monetary Authority
-
2010
-varying volatility correlation between the regional factor and the US stock market by an asymmetric dynamic
conditional
correlation
model …
Persistent link: https://www.econbiz.de/10008635814
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2
Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region
Cheung, Lillian
;
Fung, Laurence
;
Tam, Chi-sang
-
Hong Kong Monetary Authority
-
2008
EMEAP markets using two indicators, namely the dynamic
conditional
correlation
and the spillover index. These indicators …
Persistent link: https://www.econbiz.de/10005690175
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