Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia
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References listed on IDEAS
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More about this item
Keywordseconomic integration; time-varying regressions; East Asia; China; US; Japan; stock prices.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- 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-FMK-2014-05-09 (Financial Markets)
- NEP-SEA-2014-05-09 (South East Asia)
- NEP-TRA-2014-05-09 (Transition Economics)
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