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The Causal Relationships between Equity Indices on World Exchanges

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Author Info
Kwan, Andy C C
Sim, Ah-Boon
Cotsomitis, John A
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Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 27 (1995)
Issue (Month): 1 (January)
Pages: 33-37
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Handle: RePEc:taf:applec:v:27:y:1995:i:1:p:33-37

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  2. Jan Hanousek & Libor Nemecek, 2002. "Mispricing and lasting arbitrage between parallel markets in the Czech Republic," European Journal of Finance, Taylor and Francis Journals, vol. 8(1), pages 46-69, March. [Downloadable!] (restricted)
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  3. 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, 11. [Downloadable!]
  4. 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!]
  5. Siv Taing & Andrew Worthington, 2005. "Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 371-388, November. [Downloadable!]
  6. 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!]
  7. Erie Febrian & Aldrin Herwany, 2009. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Economics and Development Studies (WoPEDS) 200911, Department of Economics, Padjadjaran University, revised Sep 2009. [Downloadable!]
  8. 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!]
  9. 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!]
  10. Siv Heng Taing & Andrew C. Worthington, 2002. "Comovements among European equity sectors: Selected evidence from the consumer discretionary, consumer staples, financial, industrial and materials sectors," School of Economics and Finance Discussion Papers and Working Papers Series 116, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  11. Pinar Evrim Mandaci & Erdost Torun, 2007. "Testing Integration between the Major Emerging Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 7(1), pages 1-12. [Downloadable!]
  12. Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2006. "Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms," CEI Working Paper Series 2006-14, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
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