Did the S.A.R.S. epidemic weaken the integration of Asian stock markets? : evidence from smooth time-varying cointegration analysis
Mei-Ping Chen, Chien-Chiang Lee, Yu-Hui Lin and Wen-Yi Chen
| Year of publication: |
2018
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| Authors: | Chen, Mei-Ping ; Lee, Chien-Chiang ; Lin, Yu-Hui ; Chen, Wen-Yi |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 31.2018, 1,1, p. 908-926
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| Subject: | Epidemic diseases | financial integration | Severe Acute Respiratory Syndrome | difference-in-differences | smooth time-varying cointegration model | Kointegration | Cointegration | Asien | Asia | Schätzung | Estimation | Epidemie | Epidemic | Marktintegration | Market integration | Infektionskrankheit | Infectious disease |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2018.1456354 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012488685