Are Chinese Stock Markets Integrated or Segmented? Evidence from Cointegration with Structural Change
碩士 === 國立東華大學 === 國際經濟研究所 === 95 === This paper uses the Gregory and Hansen's (1996 cointegration tests with structural changes to examine the long-run equilibrium relationship between A- and B-share in Shanghai and Shenzhen stock exchanges concerning the financial reform policy in Chinese stoc...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/sjr5jv |