Australia and the three little dragons: Are their equity markets interdependent?

Applied Economics Letters

Volumn 8, Issue 3, 2001, Pages 203-207

  Roca, E D ^a   Selvanathan, A ^a  

^a GRIFFITH UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; DECOMPOSITION ANALYSIS; GRANGER CAUSALITY TEST; MARKET CONDITIONS; PRICE DYNAMICS;

AUSTRALIA; CHINA; SINGAPORE; TAIWAN;

EID: 0035100592     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850150504612     Document Type: Article

References (22)

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9. Statistical analysis of cointegration vectors
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13. Measuring global money market interrelationships: An investigation of five major world currencies
14. A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
15. A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
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