Are Chinese A-shares and Hong Kong H-shares Integrated or Segmented? An Application of Cointegration with Structural Change
碩士 === 國立東華大學 === 國際經濟研究所 === 96 === This paper investigates the long-run equilibrium relationship between the Chinese A-shares and the Hong Kong H-shares using the Gregory and Hansen's (1996) cointegration tests with structural change. Two analysis of market integration based on the Engle-Gran...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u69uct |