Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches

Global Finance Journal

Volumn 12, Issue 1, 2001, Pages 1-33

  Dekker, Arie ^a   Sen, Kunal ^b   Young, Martin R ^c  

^a PO Box 3394   (New Zealand)

^b UNIVERSITY OF EAST ANGLIA   (United Kingdom)

^c NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

G15; Generalised VAR; Market linkages; Orthogonalised VAR

Indexed keywords

EID: 0041702411     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1044-0283(01)00025-4     Document Type: Article

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