In this paper, we investigate the long run relationship among five major Pacific-Basin stock markets. We focus on the common long run behaviour of their stock price indices over a sample period of 20 years. Using cointegration theory, we find that while there exists a rather integrated Pacific Basin financial area, the regional aspects (Asian versus Pacific) play important roles
Within the framework of a standard discounted value model, we examine whether a number of macroecono...
This paper fits Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) models to the dai...
This paper examines the level of integration amongst a selection of fifteen Asia-Pacific stock mar...
In this paper, we investigate dynamic interrelationships among the stock markets of Australia, Hong ...
This paper examines equity market linkages in the Pacific Basin (PB) region and their relations to o...
We explore, explain and extend previous research on the relations between large and small stock retu...
This paper examines the linkages between the stock markets in Asia during the 1977-1999 period using...
Over time the current world financial markets have become more closely correlated and interdependent...
This paper examines the linkages between the stock markets in Asia during the 1977-1999 period using...
We investigate the financial interactions between countries in the Pacific Basin region (Korea, Sing...
This paper examines the linkages between the stock markets in Asia during the 1977-1999 period using...
International capital markets linkages have been studied since early 90-es. Most of these studies h...
Within the framework of a standard discounted value model we examine whether a number of macroeconom...
We investigated the stock market integration among national equity indices in eight countries from t...
This paper aims to explore links between the Indian stock market and three developed Asian markets (...
Within the framework of a standard discounted value model, we examine whether a number of macroecono...
This paper fits Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) models to the dai...
This paper examines the level of integration amongst a selection of fifteen Asia-Pacific stock mar...
In this paper, we investigate dynamic interrelationships among the stock markets of Australia, Hong ...
This paper examines equity market linkages in the Pacific Basin (PB) region and their relations to o...
We explore, explain and extend previous research on the relations between large and small stock retu...
This paper examines the linkages between the stock markets in Asia during the 1977-1999 period using...
Over time the current world financial markets have become more closely correlated and interdependent...
This paper examines the linkages between the stock markets in Asia during the 1977-1999 period using...
We investigate the financial interactions between countries in the Pacific Basin region (Korea, Sing...
This paper examines the linkages between the stock markets in Asia during the 1977-1999 period using...
International capital markets linkages have been studied since early 90-es. Most of these studies h...
Within the framework of a standard discounted value model we examine whether a number of macroeconom...
We investigated the stock market integration among national equity indices in eight countries from t...
This paper aims to explore links between the Indian stock market and three developed Asian markets (...
Within the framework of a standard discounted value model, we examine whether a number of macroecono...
This paper fits Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) models to the dai...
This paper examines the level of integration amongst a selection of fifteen Asia-Pacific stock mar...
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