Open AccessTime-varying Co-movement and Dynamic Spillover Effect among Korean, Chinese, and U.S. Stock Markets
Author(s) -
Kyongwook Choi,
Dae Hyoung Cho
Publication year - 2017
Publication title -
gukje geumyung yeongu/gukje geumyung yeon-gu
Language(s) - English
Resource type - Journals
eISSN - 2671-597X
pISSN - 2233-9353
DOI - 10.34251/ifadoi.7.2.201711.001
Subject(s) - spillover effect , stock (firearms) , economics , movement (music) , econometrics , financial economics , business , monetary economics , geography , macroeconomics , physics , acoustics , archaeology