Time-shift asymmetric correlation analysis of global stock markets-Reference-Cited by-同舟云学术

Time-shift asymmetric correlation analysis of global stock markets

Published:2010-12 Issue:5 Volume:20 Page:590-605
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Aityan Sergey K.,Ivanov-Schitz Alexey K.,Izotov Sergey S.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference58 articles.

1. Aityan, S.K., 2007. Asymmetric time-shift stock markets correlations, Paper presented at the Lincoln University Multidisciplinary Series, Oakland, CA.

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5. Volatility spillover effects in european equity markets;Baele;Journal of Financial and Quantitative Analysis,2005

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