Does Equity Diversification between China and Its Major Trading Partners Exist?Nonparametric Cointegration Test
碩士 === 逢甲大學 === 金融碩士在職專班 === 100 === This study attempts to re-investigate whether there exists long-run benefits from international equity diversification between China and its major trading partners (i.e., Hong Kong, Japan, South Korea, Taiwan and the USA), using a more powerful nonparametric coin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41312598418171070183 |