Interaction among China-related stocks: Evidence from a causality test with a new procedure

Applied Financial Economics

Volumn 14, Issue 1, 2004, Pages 67-72

  Tian, Gary Gang ^a   Wan, Guang Hua ^b  

^a UNIVERSITY OF WESTERN SYDNEY   (Australia)

^b UNIVERSITY OF SYDNEY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

STOCK MARKET; TESTING METHOD; VECTOR AUTOREGRESSION;

ASIA; CHINA; EURASIA; FAR EAST;

EID: 1142268828     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000164239     Document Type: Article

References (10)

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