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Regularities in the Data between Major Equity Markets: Evidence from Granger Causality Tests

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Author Info
Smith, Kenneth L
Brocato, Joe
Rogers, John E
Abstract

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 3 (1993)
Issue (Month): 1 (March)
Pages: 55-60
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Handle: RePEc:taf:apfiec:v:3:y:1993:i:1:p:55-60

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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. 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!]
  4. 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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This page was last updated on 2009-12-5.

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