In Search of Market Index Leaders: Evidence from World Financial Markets
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- Herwany, Aldrin & Febrian, Erie, 2008.
"Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection,"
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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
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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