Work

Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets

Year: 2016

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2016.1145349

Authors: Xiao Jing Cai, Shuairu Tian, Shigeyuki Hamori

Institution: Kobe University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Japan Society for the Promotion of Science

Awards: G5269206002, Econometric Analysis of Interdependence of High Order Moments

OpenAlex ID: W2313023581

FWCI: 1.02

Cites: 34

Cited by: 17

Related to: 10