Stock market linkages: Implications for Chinese mainland investors

FieldValue
dc.contributor.authorWu, Xiaojing
dc.date.accessioned2013-08-27T19:53:01Z
dc.date.available2013-08-27T19:53:01Z
dc.date.created2003
dc.date.issued2003
dc.identifier.urihttp://hdl.handle.net/10393/25173
dc.description.abstractThis 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
dc.language.isoen
dc.titleStock market linkages: Implications for Chinese mainland investors
dc.contributor.supervisorDay, Kathleen
CollectionÉconomie - Mémoires // Economics - Research Papers

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