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Persistent link: https://www.econbiz.de/10010256689
This study examines contagion across general equity and securitized real estate markets of China, Hong Kong and the US during Chinese financial crisis. This is the first study to combine the case-resampling bootstrap method with the coskewness and cokurtosis test. Thus the new method works well...
Persistent link: https://www.econbiz.de/10012920153