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

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Determinants of stock market comovements among US and emerging economies during the US financial crisis (2013, background): “Yang (2005) examines stock returns of Japan and the Asian Four Tigers with DCC estimation and shows the existence of a volatility spillover effect.”
Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil (2010, unknown): “2 Yang ( 2005 ) conducted a DCC analysis on the stock market correlations between Japan and four Asian emerging markets and test the hypothesis of volatility contagion with a dummy variable during the crisis period in a regression equation of the correlation dynamics, after controlling for an upwar”
Correlation and Volatility Dynamics in International Real Estate Securities Markets (2009, methodology): “Yang (2005) examines international stock market correlations between Japan and four other Asian stock markets using Engle’s (2002) DCC analysis in the period between 1990 and 2003.”