Stock market linkages: Implications for Chinese mainland investors

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Title: Stock market linkages: Implications for Chinese mainland investors
Authors: Wu, Xiaojing
Date: 2003
Abstract: This paper examines long-run relationship and short-run dynamics among US, Japan, Singapore, Hong Kong, Taiwan, and South Korea stock market indices by using Johansen's FIML methodology and estimating a first-differenced VAR model. Because of the nonstati
URL: http://hdl.handle.net/10393/25173
CollectionScience économique - Mémoires // Economics - Research Papers
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