Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns
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More about this item
KeywordsConditional correlations; DCC;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-05 (All new papers)
- NEP-IFN-2011-02-05 (International Finance)
- NEP-SEA-2011-02-05 (South East Asia)
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