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State dependent correlation and lead-lag relation when volatility of markets is large : evidence from the US and Asian emerging markets
Huang, Bwo-nung
;
Sohng, Soong-nark
;
Yang, Chin-wei
- In:
Journal of economic development
24
(
1999
)
2
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001468679
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The relationship between exports and economic growth in East Asian countries : a multivariate threshold autoregressive approach
Lee, Chien-hui
;
Huang, Bwo-nung
- In:
Journal of economic development
27
(
2002
)
2
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001731540
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