A Study of yhe Nonlinear Relationships among the U.S. and Asian Stock Markets during Financial Crises
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Cited by:
- Dejan ŽIVKOV & Jovan NJEGIĆ & Ivan MILENKOVIĆ, 2018. "Interrelationship between DAX Index and Four Largest Eastern European Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 88-103, September.
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More about this item
Keywords
panel TAR; nonlinear; early-warning system; financial crises; correlation;All these keywords.
JEL classification:
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
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