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Interdependence Of Asian Emerging Equity Markets

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  • Bill Wan‐Sing Hung
  • Yan‐Leung Cheung

Abstract

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Suggested Citation

  • Bill Wan‐Sing Hung & Yan‐Leung Cheung, 1995. "Interdependence Of Asian Emerging Equity Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(2), pages 281-288, March.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:2:p:281-288
    DOI: 10.1111/j.1468-5957.1995.tb00684.x
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    References listed on IDEAS

    as
    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. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. Chan, Kam C & Gup, Benton E & Pan, Ming-Shiun, 1992. "An Empirical Analysis of Stock Prices in Major Asian Markets and the United States," The Financial Review, Eastern Finance Association, vol. 27(2), pages 289-307, May.
    4. Dwyer, Gerald Jr. & Wallace, Myles S., 1992. "Cointegration and market efficiency," Journal of International Money and Finance, Elsevier, vol. 11(4), pages 318-327, August.
    5. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    6. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    7. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    8. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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    Cited by:

    1. Wong, Wing-Keung, 2004. "The Relationship Between Stock Markets Of Major Developed Countries And Asian Emerging Markets," MPRA Paper 109894, University Library of Munich, Germany.

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