A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis
| Year of publication: |
2000
|
|---|---|
| Authors: | Sheng, Hsiao-Ching ; Tu, Anthony H. |
| Published in: |
Journal of Multinational Financial Management. - Elsevier, ISSN 1042-444X. - Vol. 10.2000, 3-4, p. 345-365
|
| Publisher: |
Elsevier |