مرکز منطقه ای اطلاع رساني علوم و فناوري - Dynamic correlation analysis of financial contagion: Evidence from Asian markets

Title of article :

Dynamic correlation analysis of financial contagion: Evidence from Asian markets

Author/Authors :

Thomas C. Chiang، نويسنده , , Bang Nam Jeon، نويسنده , , Huimin Li، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1206

To page :

1228

Keywords :

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

Journal title :

Journal of International Money and Finance

Serial Year :

2007

Journal title :

Journal of International Money and Finance

Record number :

191624

Link To Document :