Assessing financial market integration in Asia - Equity markets

Journal of Banking and Finance

Volumn 34, Issue 12, 2010, Pages 2874-2885

  Yu, Ip Wing ^a   Fung, Kang Por ^a   Tam, Chi Sang ^a  

^a HONG KONG MONETARY AUTHORITY   (Hong Kong)

Author keywords

Cointegration; Common component; Dynamic correlation; Financial integration; Synchronisation

Indexed keywords

EID: 77956925137     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.02.010     Document Type: Article

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