International transmission mechanism of stock market movements: Evidence from emerging equity markets

Journal of Forecasting

Volumn 19, Issue 3, 2000, Pages 149-176

  Soydemir, Gökçe ^a,b,c  

^a UNIVERSITY OF TEXAS PAN AMERICAN   (United States)

^b UNIVERSITY OF GLASGOW   (United Kingdom)

^c CLAREMONT GRADUATE UNIVERSITY   (United States)

Author keywords

Emerging markets; Stock market interdependence; VAR model

Indexed keywords

EID: 0003124044     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(200004)19:3<149::aid-for735>3.0.co;2-c     Document Type: Article

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