In Search of Market Index Leaders: Evidence from Asian Markets
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References listed on IDEAS
- Herwany, Aldrin & Febrian, Erie, 2008.
"Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection,"
10259, University Library of Munich, Germany.
- Aldrin Herwany & Erie Febrian, 2009. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS) 200909, Department of Economics, Padjadjaran University, revised Sep 2009.
- Aldrin Herwany & Erie Febrian, 2010. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Business, Management and Finance 201001, Department of Management and Business, Padjadjaran University, revised Jan 2010.
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More about this item
KeywordsGranger-causality; Asian stock markets; market indices; VAR;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-28 (All new papers)
- NEP-CWA-2008-10-28 (Central & Western Asia)
- NEP-SEA-2008-10-28 (South East Asia)
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