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A disaggregated analysis of movements in East Asian regional stock volatility
Sault, Stephen J. - In: Australian journal of management 32 (2007) 2, pp. 251-270
Persistent link: https://www.econbiz.de/10003628586
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A DCC analysis of international stock market correlations : the role of Japan on the Asian Four Tigers
Yang, Sheng-yung - In: Applied financial economics letters 1 (2005) 2, pp. 89-93
Persistent link: https://www.econbiz.de/10002807035
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Testing for contagion : a conditional correlation analysis
Caporale, Guglielmo Maria; Cipollini, Andrea; Spagnolo, … - In: Journal of empirical finance 12 (2005) 3, pp. 476-489
Persistent link: https://www.econbiz.de/10002900513
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Regime-dependent synchronization of growth cycles between Japan and East Asia
Girardin, Eric - In: Asian economic papers 3 (2004) 3, pp. 147-181
Persistent link: https://www.econbiz.de/10003132464
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An examination of seven regional Asian emerging stock markets : correlations and volatility
Affaneh, Ibrahim; Albohali, Mohamed; Boldin, Robert J. - In: Journal of emerging markets 7 (2002) 1, pp. 28-35
Persistent link: https://www.econbiz.de/10001698337
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Interest-rate volatility in emerging markets
Edwards, Sebastian; Susmel, Raul - In: The review of economics and statistics 85 (2003) 2, pp. 328-348
Persistent link: https://www.econbiz.de/10001762631
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Financial linkage in East Asian countries since the East Asian crisis
Chung, Chae-shick; Rhee, Chong Ook - In: Asian economic papers 1 (2002) 3, pp. 122-147
Persistent link: https://www.econbiz.de/10001765720
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Correlation Dynamics in East Asian Financial Markets
Kuper, Gerard H. - 2009
This paper examines the dynamic relationship between stock returns and exchange rate changes using daily data from March 3, 1995 to December 31, 2001 for six East Asian countries. We estimate conditional correlations using the multivariate GARCH-DCC model in order to disclose the relationship...
Persistent link: https://www.econbiz.de/10013158110
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The Co-Movement of Stock Markets in East Asia : Did the 1997-1998 Asian Financial Crisis Really Strengthen Stock Market Integration?
Huyghebaert, Nancy - 2013
for those in Mainland China. Finally, considering the role of the USA shows that it strongly influences stock returns in …
Persistent link: https://www.econbiz.de/10013077149
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Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing; Tian, Shuairu; Hamori, Shigeyuki - In: Applied economics 48 (2016) 40/42, pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092