Dynamic correlation analysis of financial contagion: Evidence from Asian markets

Journal of International Money and Finance

Volumn 26, Issue 7, 2007, Pages 1206-1228

  Chiang, Thomas C ^a   Jeon, Bang Nam ^a   Li, Huimin ^b  

^a DREXEL UNIVERSITY   (United States)

^b WEST CHESTER UNIVERSITY   (United States)

Author keywords

Asian crises; Dynamic conditional correlation; Financial contagion; Herding; Sovereign credit rating

Indexed keywords

EID: 34548287854     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.06.005     Document Type: Article

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