The Asian financial crisis and the co-movement of Asian stock markets

Journal of Asian Economics

Volumn 13, Issue 1, 2002, Pages 94-104

  Jang, Hoyoon ^a   Sul, Wonsik ^b  

^a Hansung University   (South Korea)

^b Baekseok University   (South Korea)

Author keywords

Asian crisis; Co integration; Co movement; Granger causality; Stock markets

Indexed keywords

EID: 0036218044     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1049-0078(01)00115-4     Document Type: Article

References (6)

1. Financial market contagion in the Asian crisis
2. Co-integration and error correction: Representation, estimation, testing
3. Investigating causal relations by econometric models and cross spectral methods
4. Common stochastic trends and predictability of international stock prices
5. The international crash of October 1987: Causality test
6. The Southeast Asian currency crisis and the channels of contagion