An analysis of asian market integration pre- and post-crisis

International Journal of Theoretical and Applied Finance

Volumn 9, Issue 4, 2006, Pages 483-501

  Brailsford, T J ^a   Penm, J H W ^b   Terrell, R D ^c  

^a UNIVERSITY OF QUEENSLAND   (Australia)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Asian currency crisis; Cointegration; International portfolio diversification; VECM

Indexed keywords

EID: 33745439202     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024906003718     Document Type: Article

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