The contemporaneous interactions between the U.S., Japan, and Hong Kong stock markets

Economics Letters

Volumn 90, Issue 1, 2006, Pages 21-27

  Lee, Keun Yeong ^a  

^a Sungkyunkwan University   (South Korea)

Author keywords

BLS test; Correlation; Leverage effect; Structural form GJR; VAR

Indexed keywords

EID: 30344432441     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2005.04.004     Document Type: Article

References (6)

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