Add to ORKGBased on exchange-rate adjusted stock returns of eight Asia-Pacific markets from July 1988 to June 1999, stock market comovement and intertemporal stability are investigated using Factor Analysis. Lead-lag relationships between Singapore-Malaysia and Singapore-Hong Kong are also analyzed from July 1993 to June 1997 using Akaike's Final Prediction Error, tapping on the concept of Granger causality
This paper examines price linkages among Asian equity markets in the period surrounding the recent A...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
International capital markets linkages have been studied since early 90-es. Most of these studies h...
This paper investigates the lead/lag relationships among major the Asian-Pacific and United States e...
The study investigates the interdependence of the stock markets in the following countries; Hong Kon...
This project aims to study the correlation and causality between Singapore and Malaysia equity marke...
This study examines the stock market integration among major stock markets of emerging A...
This paper examines the dynamic linkages between the foreign exchange and stock markets for five Eas...
The paper investigates the dynamic linkages among the seven equity markets in the East Asian region ...
Introduction/Main Objectives: This study investigates the relationships between equity markets durin...
Abstract : Financial integration can improve the efficiency of capital allocation as well as help d...
This paper investigates the long-run relationship among six equity markets in the Southeast Asian re...
This paper examines the relationship between the stock markets and economic variables of the selecte...
This paper investigates the dynamic linkages among the seven equity markets in the East Asian region...
In this paper, we investigate dynamic interrelationships among the stock markets of Australia, Hong ...
This paper examines price linkages among Asian equity markets in the period surrounding the recent A...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
International capital markets linkages have been studied since early 90-es. Most of these studies h...
This paper investigates the lead/lag relationships among major the Asian-Pacific and United States e...
The study investigates the interdependence of the stock markets in the following countries; Hong Kon...
This project aims to study the correlation and causality between Singapore and Malaysia equity marke...
This study examines the stock market integration among major stock markets of emerging A...
This paper examines the dynamic linkages between the foreign exchange and stock markets for five Eas...
The paper investigates the dynamic linkages among the seven equity markets in the East Asian region ...
Introduction/Main Objectives: This study investigates the relationships between equity markets durin...
Abstract : Financial integration can improve the efficiency of capital allocation as well as help d...
This paper investigates the long-run relationship among six equity markets in the Southeast Asian re...
This paper examines the relationship between the stock markets and economic variables of the selecte...
This paper investigates the dynamic linkages among the seven equity markets in the East Asian region...
In this paper, we investigate dynamic interrelationships among the stock markets of Australia, Hong ...
This paper examines price linkages among Asian equity markets in the period surrounding the recent A...
The purpose of this study is to investigate the statistical relationship between stock prices and ex...
International capital markets linkages have been studied since early 90-es. Most of these studies h...