SHIMADA Junji
Department Aoyama Gakuin University Department of Marketing, School of Business Position Professor |
|
Language | English |
Publication Date | 2017/05 |
Type | Academic Journal |
Peer Review | Peer reviewed |
Title | Bond Market Integration in East Asia: A Multivariate GARCH with Dynamic Conditional Correlations Approach |
Contribution Type | Collaboration |
Journal | International Review of Economics and Finance |
Journal Type | Another Country |
Publisher | Elsevier |
Volume, Issue, Page | 51,pp.193-213 |
Author and coauthor | Y.Tsukuda, J.Shimada and T.Miyakoshi |
DOI | 10.1016/j.iref.2017.05.013 |