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Original Articles

A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers

Pages 89-93 | Published online: 22 Aug 2006

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Matthew S. Yiu, Wai-Yip Alex Ho & Daniel F. Choi. (2010) Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil. Applied Financial Economics 20:4, pages 345-354.
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