Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil

Applied Financial Economics

Volumn 20, Issue 4, 2010, Pages 345-354

  Yiu, Matthew S ^a   Ho, Wai Yip Alex ^a,b   Choi, Daniel F ^c  

^a HONG KONG MONETARY AUTHORITY   (Hong Kong)

^b USA   (United States)

^c UNIVERSITY OF WAIKATO   (New Zealand)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL FLOW; CORRELATION; ECONOMIC ANALYSIS; ECONOMIC IMPACT; FINANCIAL CRISIS; PRINCIPAL COMPONENT ANALYSIS; STOCK MARKET;

ASIA; UNITED STATES;

EID: 75949108304     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100903494946     Document Type: Article

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