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Financial Market Linkage In East Asian Countries

In: Global Linkages and Economic Rebalancing in East Asia

Author

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  • Kyosuke Shiotani

    (Bank of Japan, 2-1-1 Nihonbashi Hongokucho, Chuo-Ku, Tokyo 103-8660, Japan)

  • Yoichi Matsubayashi

    (Faculty of Economics, Kobe University, Rokkodai, Nada-Ku, Kobe 657-8501, Japan)

Abstract

The following sections are included:IntroductionLiterature ReviewMethodologies: Bayesian Network ModelEmpirical EvidenceDataEmpirical studyConclusionAppendix: Concept and Structure of Bayesian NetworkBasic conceptParameter estimationLearning the Bayesian networkReferences

Suggested Citation

  • Kyosuke Shiotani & Yoichi Matsubayashi, 2013. "Financial Market Linkage In East Asian Countries," World Scientific Book Chapters, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori (ed.), Global Linkages and Economic Rebalancing in East Asia, chapter 3, pages 43-63, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814412858_0003
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    1. Liang, Chin Chia & Troy, Carol & Rouyer, Ellen, 2020. "U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).

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