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An empirical examination of linkages between Pacific-Basin stock markets · Study

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ArticleAn empirical examination of linkages between Pacific-Basin stock markets

Sundaram Janakiramanan1998

Article1998

An empirical examination of linkages between Pacific-Basin stock markets

Sundaram Janakiramanan · Asjeet S. Lamba

236 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1980Macroeconomics and Reality 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?

Cited by

2003Stock market cycles, financial liberalization and volatility 2007Interdependence between Eastern and Western European stock markets: Evidence from intraday data 2011International stock market indices comovements: a new look 2009The co-movement of stock markets in East Asia 2010Stock market integration and volatility spillover: India and its major Asian counterparts

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Year1998

Typearticle

Published1998-06-01

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations236

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s1042-4431(98)00029-8

openalex_workW2018010620

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