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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