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Common stochastic trends in pacific rim stock markets

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Author Info
Chung, Pin J.
Liu, Donald J.
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File URL: http://www.sciencedirect.com/science/article/B6W5X-45F9R9N-M/2/3f1f5671ed72522da5be69a5d8d6e419
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Article provided by Elsevier in its journal The Quarterly Review of Economics and Finance.

Volume (Year): 34 (1994)
Issue (Month): 3 ()
Pages: 241-259
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Handle: RePEc:eee:quaeco:v:34:y:1994:i:3:p:241-259

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Web page: http://www.elsevier.com/locate/inca/620167

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  1. Bank for International Settlements and Bank Negara Malaysia, 2008. "Regional financial integration in Asia: present and future," BIS Papers, Bank for International Settlements, number 42, Janvier-M. [Downloadable!]
  2. Bank for International Settlements, 2008. "Integration of India's stock market with global and major regional markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 202-236 Bank for International Settlements. [Downloadable!]
  3. Andrew Worthington & Helen Higgs & Masaki Katsuura, 2000. "Price Linkages in Asian Equity Markets and the Asian Economic, Currency and Financial Crises," School of Economics and Finance Discussion Papers and Working Papers Series 077, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  4. Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July. [Downloadable!] (restricted)
  5. Christos Floros, 2005. "Price Linkages Between the US, Japan and UK Stock Markets," Financial Markets and Portfolio Management, Springer, vol. 19(2), pages 169-178, August. [Downloadable!] (restricted)
  6. Rajesh Chakrabarti & Richard Roll, 2000. "East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis," University of California at Los Angeles, Anderson Graduate School of Management 1070, Anderson Graduate School of Management, UCLA. [Downloadable!]
  7. Nicholas Tay & Zhen Zhu, 2000. "Correlations in Returns and Volatilities in Pacific-Rim Stock Markets," Open Economies Review, Springer, vol. 11(1), pages 27-47, January. [Downloadable!] (restricted)
  8. Mahesh Kumar Tambi, 2005. "A test of Integration between Emerging and Developed Nation’s Stock Markets," International Finance 0506004, EconWPA. [Downloadable!]
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