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

Journal of Banking and Finance

Volumn 32, Issue 6, 2008, Pages 1022-1035

  Candelon, Bertrand ^a   Piplack, Jan ^a   Straetmans, Stefan ^b  

^a MAASTRICHT UNIVERSITY   (Netherlands)

^b MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Block bootstrap; Cycle synchronization; Emerging stock markets; Structural change

Indexed keywords

EID: 43049164024     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.08.003     Document Type: Article

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