Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis

International Review of Financial Analysis

Volumn 16, Issue 3, 2007, Pages 242-261

  Choudhry, Taufiq ^a   Lu, Lin ^b   Peng, Ke ^b  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^b BRADFORD UNIVERSITY SCHOOL OF MANAGEMENT   (United Kingdom)

Author keywords

BSR; Cointegration; Financial crisis; Rolling correlation coefficient

Indexed keywords

EID: 34249660141     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2006.12.001     Document Type: Article

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