Stock Market Linkages in Emerging Asia-Pacific Markets
This study examines the stock market integration among major stock markets of emerging Asia-Pacific economies, viz. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China, and Indonesia. The Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity W...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2013-11-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/2158244013514060 |