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On measuring synchronization of bulls and bears: The case of East Asia · Study

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On measuring synchronization of bulls and bears: The case of East Asia

Bertrand Candelon, Jan Piplack, Stefan T.M. Straetmans

2007-10-02articleJournal of Banking & Finance177 citationsclosed

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

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References

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1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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2012The Econometrics of Financial Markets

1963The Variation of Certain Speculative Prices

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements

1997The variation of certain speculative prices

1997Modelling Extremal Events

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2011International stock market indices comovements: a new look

2012Integration of 22 emerging stock markets: A three-dimensional analysis

2015Crises and contagion in Asia Pacific — Islamic v/s conventional markets

2010Lack of consumer confidence and stock returns

2012Revisiting the empirical linkages between stock returns and trading volume

2014Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis

2009Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis

Details

Year2007

Typearticle

VenueJournal of Banking & Finance

Languageen

Files0 public / 0

Identifiers

doi10.1016/j.jbankfin.2007.08.003

openalex_workW2135873404

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