Browse "RIMS Collection" by Subject DCCX-MGARCH
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| Dynamic correlation analysis of US financial crisis and contagion: Evidence from four OECD countries Min, Hong Ghi; Hwang, Young-Soon, Applied Financial Economics, v.22, no.24, pp.2063 - 2074, 2012-12 |
| Reassessing the link between the Japanese yen and emerging Asian currencies Kim, Bong-Han; Kim, Hyeongwoo; Min, Hong Ghi, JOURNAL OF INTERNATIONAL MONEY AND FINANCE, v.33, pp.306 - 326, 2013-03 |
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