Price Interdependence Among Equity Markets in the Asia-Pacific Region
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A01=Eduardo Roca
Age Group_Uncategorized
Age Group_Uncategorized
ASEAN Market
ASEAN's Share
Asia Pacific Financial Markets
Asia-Pacific
Asymmetric GARCH Model
Australia's Major Trading Partners
Australian Equity Market
Author_Eduardo Roca
automatic-update
Category1=Non-Fiction
Category=JB
Category=JF
Category=JHB
Cointegrating Vectors
Conditional Variance Equations
COP=United Kingdom
Cross-market Effects
Delivery_Pre-order
ECM
econometrics
Eduardo D. Roca
EGARCH Model
eq_bestseller
eq_isMigrated=2
eq_nobargain
eq_non-fiction
eq_society-politics
Equity Market Integration
Equity Markets
Exponential GARCH
Forecast Variance Decomposition
GARCH Model
Impulse Response Analyses
JB Statistic
Language_English
MSCI Index
PA=Temporarily unavailable
Pacific Basin Markets
Price Interdependence
Price_€20 to €50
PS=Active
Simple GARCH Model
Size Bias Test
softlaunch
Stock Market Relationships
Tokyo Stock Price Index
UK Equity Market
UK's Effect
Product details
- ISBN 9781138704114
- Weight: 500g
- Dimensions: 153 x 215mm
- Publication Date: 30 Nov 2017
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
- Language: English
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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.
