An empirical examination of linkages between Pacific-Basin stock markets
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Volume (Year): 8 (1998)
Issue (Month): 2 (June)
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- �. Gjerde & F. S�ttem, 1995. "Linkages among European and world stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 1(2), pages 165-179.
- Arshanapalli, Bala & Doukas, John, 1993. "International stock market linkages: Evidence from the pre- and post-October 1987 period," Journal of Banking & Finance, Elsevier, vol. 17(1), pages 193-208, February.
- Dickey, David A & Pantula, Sastry G, 1987. "Determining the Ordering of Differencing in Autoregressive Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 455-61, October.
- Gredenhoff, Mikael & Karlsson, Sune, 1997. "Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures," SSE/EFI Working Paper Series in Economics and Finance 177, Stockholm School of Economics.
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