Testing for Financial Market Integration of the Chinese Market with the US Market
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More about this item
KeywordsFinancial Market Integration; Asymmetry; Impulses; US; China; Octave;
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-08-07 (All new papers)
- NEP-CNA-2016-08-07 (China)
- NEP-CSE-2016-08-07 (Economics of Strategic Management)
- NEP-FMK-2016-08-07 (Financial Markets)
- NEP-TRA-2016-08-07 (Transition Economics)
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