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The interdependence of share markets in the developed economies of East Asia · Study

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ArticleThe interdependence of share markets in the developed economies of East Asia

SuSan Leong2003

OA

Articlegreen2003

The interdependence of share markets in the developed economies of East Asia

SuSan Leong · Bruce Felmingham

83 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1996Residual-based tests for cointegration in models with regime shifts 1995Time‐Varying World Market Integration 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION 1970International Diversification of Investment Portfolios 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows

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2008STOCK MARKET INTEGRATION FOR THE TRANSITION ECONOMIES: TIME-VARYING CONDITIONAL CORRELATION APPROACH 2007Interdependence of international equity variances: Evidence from East Asian markets 2012Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010 2015Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis 2014Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets

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Year2003

Typearticle

Published2003-03-25

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations83

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s0927-538x(03)00002-7

openalex_workW2089626657

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2007International Stock Market Integration and Its Economic Determinants: A Study of Indian and World Equity Markets

2017Dynamic linkages among developed, emerging and frontier capital markets of Asia-Pacific region

2014Integration and Dynamic Linkages of the Indian Stock Market with Bric - An Empirical Study