A vine copula approach for analyzing financial risk and co-movement of the Indonesian, Philippine and Thailand stock markets
This paper aims at analyzing the financial risk and co-movement of stock markets in three countries: Indonesia, Philippine and Thailand. It consists of analyzing the conditional volatility and test the leverage effect in the stock markets of the three countries. To capture the pairwise and condition...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Book Series |
| Published: |
2018
|
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897877692&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45649 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |