Interrelationships among regional stock indices

Review of Financial Economics

Volumn 11, Issue 2, 2002, Pages 91-108

  Ratanapakorn, Orawan ^a   Sharma, Subhash C ^b  

^a Faculty of Economics   (Thailand)

^b SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Asian stock markets; Cointegration; Eastern Middle East stock markets; European stock markets; Granger causality; Latin American stock markets; US stock markets; Vector error correction model

Indexed keywords

EID: 0036274293     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(02)00103-X     Document Type: Article

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