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Determinants of stock market comovements among US and emerging economies during the US financial crisis

Hwang, Eugene; Min, Hong-ghi; Kim, Bonghan; Kim, Hyeongwoo - In: Economic modelling 35 (2013), pp. 338-348

Persistent link: https://www.econbiz.de/10010259814

Cho, Jae-Beom; Min, Hong-ghi; McDonald, Judith Ann - In: Journal of international financial markets, … 64 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012495677

Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis

Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22

Persistent link: https://www.econbiz.de/10011647590

Determinants of stock market comovements among US and emerging economies during the US financial crisis

Hwang, Eugene; Min, Hong-Ghi; Kim, Bong-Han; Kim, Hyeongwoo - In: Economic Modelling 35 (2013) C, pp. 338-348

By analyzing the dynamic conditional correlations (DCC) of the daily stock returns of 10 emerging economies in comparison with those of the US for the period of 2006–2010, we find different patterns of crisis spillover among 10 emerging economies. While a group of countries has three...

Persistent link: https://www.econbiz.de/10010719370