Shift-Volatility Transmission in East Asian Equity Markets: New Indicators
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-05212-0_10
Reference34 articles.
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4. Cheung, Y.-L., Cheung, Y.-W., & Ng, C. C. (2007). East Asian equity markets, financial crises, and the Japanese currency. Journal of the Japanese and International Economies, 21, 138–152.
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