2015, 2008, English, Article, Journal or magazine article edition: New Evidence of Asymmetric Dependence Structures in International Equity Markets Okimoto, Tatsuyoshi

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Bookmark: https://trove.nla.gov.au/version/221061242
Physical Description
  • journal article
Published
  • Cambridge Journals, 2015-12-08T22:08:30Z 2008 2015-12-08T07:17:42Z
Language
  • English

Edition details

Title
  • New Evidence of Asymmetric Dependence Structures in International Equity Markets
Author
  • Okimoto, Tatsuyoshi
Published
  • Cambridge Journals, 2015-12-08T22:08:30Z 2008 2015-12-08T07:17:42Z
Physical Description
  • journal article
Part Of
  • Journal of Financial and Quantitative Analysis
Summary
  • A number of recent studies finds two asymmetries in dependence structures in international equity markets; specifically, dependence tends to be high in both highly volatile markets and in bear markets. In this paper, a further investigation of asymmetric
Language
  • English
Identifier
  • oai:digitalcollections.anu.edu.au:1885/​28637
  • oai:openresearch-repository.anu.edu.au:1885/​28637
  • 0022-1090
  • 10.1017/​S0022109000004294

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