A vector error correction model of the Singapore stock market

International Review of Economics and Finance

Volumn 9, Issue 1, 2000, Pages 79-96

  Maysami, Ramin Cooper ^a   Koh, Tiong Sim ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Cointegration; G15; Singapore stock market; VECM; Vector error correction

Indexed keywords

EID: 0002673202     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(99)00042-8     Document Type: Article

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