Work

Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?

Year: 2017

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2017.02.045

Authors: Cuong Nguyen, M. Ishaq Bhatti, Darren Henry

Institutions: Lincoln University, IPAG Business School, La Trobe University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2593438587

FWCI: 5.963

Cites: 75

Cited by: 38

Related to: 10