The extreme-value dependence of Asia-Pacific equity markets

Journal of Multinational Financial Management

Volumn 18, Issue 3, 2008, Pages 197-208

  Bekiros, Stelios D ^a   Georgoutsos, Dimitris A ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Asia Pacific emerging markets; Extreme value dependence; Multivariate GARCH

Indexed keywords

EID: 41949105957     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2007.08.003     Document Type: Article

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