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Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore · Study

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ArticleAsymmetric dynamics in stock market correlations: Evidence from Japan and Singapore

Yuki Toyoshima2012

Article2012

Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore

Yuki Toyoshima · Shigeyuki Hamori

21 citations·0/0 files stored·Journal of Asian Economics

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 2002Dynamic Conditional Correlation 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2000A vector error correction model of the Singapore stock market 2009Asian FTAs: Trends and Challenges 2009Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets 2002Asian Economic Integration and Stock Market Comovement 2001Asian Economic Integration and Stock Market Comovement

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Year2012

Typearticle

Published2012-08-14

VenueJournal of Asian Economics

ISSN-L1049-0078

Languageen

Citations21

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.asieco.2012.08.001

openalex_workW2077898907

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