How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis
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- repec:eee:joecas:v:12:y:2015:i:2:p:153-161 is not listed on IDEAS
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More about this item
KeywordsCointegration; International stock market; Asian financial crisis;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F59 - International Economics - - International Relations, National Security, and International Political Economy - - - Other
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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