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Volumn 18, Issue 2, 2008, Pages 99-113

Market integration and extreme co-movements in APEC emerging equity markets

Author keywords

[No Author keywords available]

Indexed keywords

ASIAN PACIFIC ECONOMIC COOPERATION FORUM; CORRELATION; ECONOMIC INTEGRATION; EQUITY; FOREIGN DIRECT INVESTMENT; MARKET DEVELOPMENT;

EID: 36749027795     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100601057870     Document Type: Article
Times cited : (8)

References (11)
  • 1
    • 0039066446 scopus 로고    scopus 로고
    • Distributional characteristics of emerging market returns and asset allocation
    • Bekaert, G., Erb, CB, Harvey, CR and Viskanta, TE (1998) Distributional characteristics of emerging market returns and asset allocation. Journal of Portfolio Management, 24, pp. 102-116.
    • (1998) Journal of Portfolio Management , vol.24 , pp. 102-116
    • Bekaert, G.1    Erb, C.B.2    Harvey, C.R.3    Viskanta, T.E.4
  • 2
    • 33644920961 scopus 로고    scopus 로고
    • How do crises spread: Evidence from accessible and inaccessible stock indices
    • Boyer, BH, Kumagai, T. and Yuan, K. (2006) How do crises spread: evidence from accessible and inaccessible stock indices. Journal of Finance, 61, pp. 957-1003.
    • (2006) Journal of Finance , vol.61 , pp. 957-1003
    • Boyer, B.H.1    Kumagai, T.2    Yuan, K.3
  • 3
    • 29444451851 scopus 로고
    • Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH process
    • De Haan, L., Resnick, IS, Rootzen, H. and De Vries, CG (1989) Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH process. Stochastic Processes and Their Applications, 32, pp. 213-224.
    • (1989) Stochastic Processes and Their Applications , vol.32 , pp. 213-224
    • De Haan, L.1    Resnick, I.S.2    Rootzen, H.3    De Vries, C.G.4
  • 4
    • 27944481715 scopus 로고    scopus 로고
    • Time-varying market integration and expected returns in emerging markets
    • De Jong, F. and De Roon, FA (2005) Time-varying market integration and expected returns in emerging markets. Journal of Financial Economics, 78, pp. 583-613.
    • (2005) Journal of Financial Economics , vol.78 , pp. 583-613
    • De Jong, F.1    De Roon, F.A.2
  • 6
    • 0000362103 scopus 로고    scopus 로고
    • Value-at-risk: Applying the extreme value approach to asian markets in the recent financial turmoil
    • Ho, L-C, Burridge, P., Cadle, J. and Theobaild, M. (2000) Value-at-risk: applying the extreme value approach to asian markets in the recent financial turmoil. Pacific-Basin Finance Journal, 8, pp. 249-275.
    • (2000) Pacific-Basin Finance Journal , vol.8 , pp. 249-275
    • Ho, L.-C.1    Burridge, P.2    Cadle, J.3    Theobaild, M.4
  • 8
    • 0009662024 scopus 로고    scopus 로고
    • Extreme correlation of international equity markets
    • Longin, F. and Solnik, B. (2001) Extreme correlation of international equity markets. Journal of Finance, 56, pp. 649-676.
    • (2001) Journal of Finance , vol.56 , pp. 649-676
    • Longin, F.1    Solnik, B.2
  • 11
    • 0033425759 scopus 로고    scopus 로고
    • Capturing downside risk in financial markets: The case of the Asian Crisis
    • Pownall, RAJ and Koedijk, KG (1999) Capturing downside risk in financial markets: The case of the Asian Crisis. Journal of International Money and Finance, 19, pp. 853-870.
    • (1999) Journal of International Money and Finance , vol.19 , pp. 853-870
    • Pownall, R.A.J.1    Koedijk, K.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.