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...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | Book Series |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700779&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55562 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Chiang Mai University |