Decomposition of Domestic and International Linkages of the Korean Financial Markets
A large degree of co-movements across financial markets within and between countries has been frequently observed worldwide and these co-movements intensify in times of financial crisis such as the recent financial turmoil triggered by the US sub-prime mortgage crisis. The aim of this paper is to an...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Korea Institute for International Economic Policy
2009-12-01
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| Series: | East Asian Economic Review |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.11644/KIEP.JEAI.2009.13.2.204 |