Co-movement between Malaysian stock index and bond index : empirical evidence from rank tests for cointegration
Shiok Ye Lim, Sheue Li Ong and Sheue Li Ong
| Year of publication: |
2012
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|---|---|
| Authors: | Lim, Shiok Ye ; Ong, Sheue Li ; Ho, Chong Mun |
| Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 18.2012, 1, p. 5-18
|
| Subject: | Aktienindex | Stock index | Rentenmarkt | Bond market | Spillover-Effekt | Spillover effect | Kointegration | Cointegration | Malaysia | 1994-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009502522