The relationship between stock markets of major developed countries and Asian emerging markets

Journal of Applied Mathematics and Decision Sciences

Volumn 8, Issue 4, 2004, Pages 201-218

  Wong, Wing Keung ^a   Penm, Jack ^b   Terrell, Richard Deane ^b   Lim, Karen Yann Ching ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Cointegration; Developed market; Emerging market; Stock index; Unit root test

Indexed keywords

EID: 34547957978     PISSN: 11739126     EISSN: 15327612     Source Type: Journal    
DOI: 10.1207/s15327612jamd0804_1     Document Type: Article

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