Cointegration of Stock Market Returns: A Case of Asian Countries
The purpose of this study is to investigate the cointegration of stock market returns within and between the developed, emerging and frontier Asian countries for the period 1995 to 2014. The sub-periods including 1997-98 and 2008 to 2011 (crises periods) and 1995-96, 1999 to 2007, and 2012 to 2014 (...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Applied Economics Research Centre, University of Karachi
2016-12-01
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| Series: | Pakistan Journal of Applied Economics |
| Online Access: | http://aerc.edu.pk/wp-content/uploads/2017/02/Paper-641-III-ATIF-HUSSAIN-1.pdf |