Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switching
© Springer International Publishing Switzerland 2016. In this paper, we analyze the dependency between the Thailand, Indonesia, and the Philippine (TIP) stock markets and gold markets using dynamic copula with the Markov-switching model with 2 regimes, namely high dependence and low dependence regim...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700779&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42241 |
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| Institution: | Chiang Mai University |
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