Financial integration and Japanese stock market
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More about this item
KeywordsFinancial integration; ICAPM; ASEAN; DCC-GARCH;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-04-04 (All new papers)
- NEP-FMK-2016-04-04 (Financial Markets)
- NEP-SEA-2016-04-04 (South East Asia)
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