Crisis and creative destruction: cases of Korean and Japanese stock markets

DOI10.1007/S10690-005-4237-8MaRDI QIDQ2575426zbMATH OpenOpenAlexFDO

Authors Shumpei Takemori, Kenji Wada

Publication date 9 December 2005

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-005-4237-8

zbMATH Keywords

Asian currency crisisIT revolutionJapanese economic recessionJASDAQKOSDAQKOSPITOPIX

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Asset prices and output growth volatility: the effects of financial crises
• The Effects of the Asian Crisis of 1997 on Emergent Markets Through a Critical Phenomena Model
• The impact of the U.S. and the Japanese equity markets on the emerging Asia-Pacific equity markets
• Test for spatial dominances in the distribution of stock returns: evidence from the Korean stock market before and after the East Asian financial crisis
• Price linkages in Asian equity markets: evidence bordering the Asian economic, currency and financial crises

Cited in

(4)

• The structure of the Japanese stock market
• Operational time of the Korea stock markets
• Asset prices and output growth volatility: the effects of financial crises
• Test for spatial dominances in the distribution of stock returns: evidence from the Korean stock market before and after the East Asian financial crisis

This page was built for publication: Crisis and creative destruction: cases of Korean and Japanese stock markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2575426)