Price Interdependence Among Equity Markets in the Asia-Pacific Region
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A01=Eduardo Roca
Arch Effect
ASEAN Market
ASEAN's Share
ASEAN’s Share
Asia-Pacific
Asia-pacific financial markets
Australia's Major Trading Partners
Australian Equity Market
Australia’s Major Trading Partners
Author_Eduardo Roca
Category=KCL
Category=KFFM
Cointegrating Vectors
Conditional Variance Equation
Cross-market Effects
ECM
econometrics
EGARCH Model
Engle Granger Procedure
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equity Market Integration
Equity Markets
Exponential GARCH
Financial Market Integration
Financial markets interdependence
Forecast Variance Decomposition
GARCH Model
Impulse Response Analyses
JB Statistic
MSCI Index
Pacific Basin Markets
Price Interdependence
Size Bias Test
Standard Arch
Stock Market Relationships
UK Equity Market
Product details
- ISBN 9781138704107
- Weight: 254g
- Dimensions: 153 x 215mm
- Publication Date: 31 Dec 2018
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
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This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.
School of Accounting, Banking and Finance Faculty of Commerce and Management Griffith University.
