Stock market linkages before and after the asian financial crisis: Evidence from three Greater China economic area stock markets and the US

Review of Pacific Basin Financial Markets and Policies

Volumn 9, Issue 2, 2006, Pages 297-315

  Cheng, Hwahsin ^a   Glascock, John L ^b  

^a FANNIE MAE   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

International diversification; Market integration; Market linkages

Indexed keywords

ECONOMIC INTEGRATION; FINANCIAL CRISIS; FINANCIAL MARKET; GRANGER CAUSALITY TEST; PRINCIPAL COMPONENT ANALYSIS; STOCK MARKET;

ASIA; CHINA; EURASIA; FAR EAST; HONG KONG; NORTH AMERICA; TAIWAN; UNITED STATES;

EID: 33745249882     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091506000732     Document Type: Article

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