Stock market linkages: Implications for Chinese mainland investors
| dc.contributor.author | Wu, Xiaojing | |
| dc.contributor.supervisor | Day, Kathleen | |
| dc.date.accessioned | 2013-08-27T19:53:01Z | |
| dc.date.available | 2013-08-27T19:53:01Z | |
| dc.date.created | 2003 | |
| dc.date.issued | 2003 | |
| dc.description.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 | |
| dc.identifier.uri | http://hdl.handle.net/10393/25173 | |
| dc.language.iso | en | |
| dc.title | Stock market linkages: Implications for Chinese mainland investors |
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