Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?

journal contribution

posted on 2025-09-08, 06:16 authored by Cuong Nguyen, Ishaq BhattiIshaq Bhatti, Darren HenryDarren Henry

<p dir="ltr">No description supplied.</p>

History

Publication Date

2017-08-15

Journal

Physica A: Statistical Mechanics and its Applications

Volume

480

Pagination

10-21

Publisher

Elsevier

ISSN

0378-4371

Rights Statement

© Crown 2017. Published by Elsevier B.V. All rights reserved.

Publisher DOI

https://doi.org/10.1016/j.physa.2017.02.045

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Categories

Keywords

Comovement Contagion Crises Chi-plots K-plots Copulas

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