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Nonlinearities In Emerging Foreign Capital Markets

Author

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  • SUSAN P. SEWELL
  • STANLEY R. STANSELL
  • INSUP LEE
  • MING‐SHIUN PAN

Abstract

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Suggested Citation

  • Susan P. Sewell & Stanley R. Stansell & Insup Lee & Ming‐Shiun Pan, 1993. "Nonlinearities In Emerging Foreign Capital Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 20(2), pages 237-248, January.
    • Handle: RePEc:bla:jbfnac:v:20:y:1993:i:2:p:237-248
    DOI: 10.1111/j.1468-5957.1993.tb00662.x
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    References listed on IDEAS

    as
    1. Scheinkman, Jose A & LeBaron, Blake, 1989. "Nonlinear Dynamics and Stock Returns," The Journal of Business, University of Chicago Press, vol. 62(3), pages 311-337, July.
    2. Willey, Thomas, 1992. "Testing for nonlinear dependence in daily stock indices," Journal of Economics and Business, Elsevier, vol. 44(1), pages 63-76, February.
    3. Hsieh, David A, 1991. "Chaos and Nonlinear Dynamics: Application to Financial Markets," Journal of Finance, American Finance Association, vol. 46(5), pages 1839-1877, December.
    4. Fama, Eugene F & French, Kenneth R, 1988. "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 246-273, April.
    5. Brock, William A. & Sayers, Chera L., 1988. "Is the business cycle characterized by deterministic chaos?," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 71-90, July.
    6. Andrew W. Lo, A. Craig MacKinlay, 1988. "Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test," The Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 41-66.
    7. Hsieh, David A, 1989. "Testing for Nonlinear Dependence in Daily Foreign Exchange Rates," The Journal of Business, University of Chicago Press, vol. 62(3), pages 339-368, July.
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