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A Note On The Stability Of The Intertemporal Relationships Between The Asian‐Pacific Equity Markets And The Developed Markets: A Non‐Parametric Approach

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  • YAN‐LEUNG CHEUNG

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  • Yan‐Leung Cheung, 1993. "A Note On The Stability Of The Intertemporal Relationships Between The Asian‐Pacific Equity Markets And The Developed Markets: A Non‐Parametric Approach," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 20(2), pages 229-236, January.
    • Handle: RePEc:bla:jbfnac:v:20:y:1993:i:2:p:229-236
    DOI: 10.1111/j.1468-5957.1993.tb00661.x
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    References listed on IDEAS

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    1. Lessard, Donald R, 1973. "International Portfolio Diversification: A Multivariate Analysis for a Group of Latin American Countries," Journal of Finance, American Finance Association, vol. 28(3), pages 619-633, June.
    2. Cho, David Chinhyung & Taylor, William M, 1987. "The Seasonal Stability of the Factor Structure of Stock Returns," Journal of Finance, American Finance Association, vol. 42(5), pages 1195-1211, December.
    3. Hilliard, Jimmy E, 1979. "The Relationship between Equity Indices on World Exchanges," Journal of Finance, American Finance Association, vol. 34(1), pages 103-114, March.
    4. Ripley, Duncan M, 1973. "Systematic Elements in the Linkage of National Stock Market Indices," The Review of Economics and Statistics, MIT Press, vol. 55(3), pages 356-361, August.
    5. Panton, Don B. & Lessig, V. Parker & Joy, O. Maurice, 1976. "Comovement of International Equity Markets: A Taxonomic Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(3), pages 415-432, September.
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