Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle

International Review of Financial Analysis

Volumn 9, Issue 3, 2000, Pages 281-297

  Huang, Bwo Nung ^a   Yang, Chin Wei ^b   Hu, John Wei Shan ^c  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

^b CLARION UNIVERSITY OF PENNSYLVANIA   (United States)

^c CHUNG YUAN CHRISTIAN UNIVERSITY   (Taiwan)

Author keywords

C32; Causality test; G12; G15; South China Growth Triangle; Structural break

Indexed keywords

EID: 0005482588     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(00)00031-4     Document Type: Article

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