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    Price Interdependence Among Equity Markets in the Asia-Pacific Region

    Price Interdependence Among Equity Markets in the Asia-Pacific Region

    - Focus on Australia and ASEAN

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    Bog E-bog
    • Format
    • Bog, paperback
    • Engelsk

    Beskrivelse

    This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.

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    Detaljer
    • SprogEngelsk
    • Sidetal184
    • Udgivelsesdato31-12-2018
    • ISBN139781138704107
    • Forlag Routledge
    • FormatPaperback
    Størrelse og vægt
  • Vægt254 g
    • coffee cup img
    10 cm
    book img
    15,3 cm
    21,5 cm

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    Econometrics GARCH model Equity Markets Financial Market Integration ECM Asia Pacific Arch Effect ASEAN Market Asia-pacific financial markets Australian Equity Market Australia’s Major Trading Partners Conditional Variance Equation Cointegrating Vectors EGARCH model Financial markets interdependence Cross-market Effects Engle Granger Procedure Equity Market Integration Exponential GARCH Forecast Variance Decomposition JB Statistic Size Bias Test Impulse Response Analyses Stock Market Relationships Pacific Basin Markets MSCI Index Price Interdependence Standard Arch UK Equity Market

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