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Common stochastic trends and volatility in Asian-Pacific equity markets

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Author Info
Pan, Ming-Shiun
Liu, Y. Angela
Roth, Herbert J.
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Article provided by Elsevier in its journal Global Finance Journal.

Volume (Year): 10 (1999)
Issue (Month): 2 ()
Pages: 161-172
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Handle: RePEc:eee:glofin:v:10:y:1999:i:2:p:161-172

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  1. Herwany, Aldrin & Febrian, Erie, 2008. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," MPRA Paper 10259, University Library of Munich, Germany. [Downloadable!]
  2. Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany. [Downloadable!]
  3. Roland Füss & Dieter Kaiser, 2007. "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 425-444, December. [Downloadable!] (restricted)
  4. Canegrati, Emanueke, 2008. "In Search of Market Index Leaders: Evidence from Asian Markets," MPRA Paper 11246, University Library of Munich, Germany. [Downloadable!]
  5. Aldrin Herwany & Erie Febrian, 2009. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS) 200909, Department of Economics, Padjadjaran University, revised Sep 2009. [Downloadable!]
  6. Canegrati, Emanuele, 2008. "In Search of Market Index Leaders: Evidence from World Financial Markets," MPRA Paper 11292, University Library of Munich, Germany. [Downloadable!]
  7. Girijasankar Mallik, 2006. "Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 3(2), pages 55-69, December. [Downloadable!]
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