Dynamic interdependence between US and Asian markets : an empirical study

Sowmya Dhanaraj and Arun Kumar Gopalaswamy

Year of publication:	2013
Authors:	Dhanaraj, Sowmya ; Gopalaswamy, Arun Kumar
Published in:	Journal of financial economic policy. - Bingley : Emerald, ISSN 1757-6385, ZDB-ID 2527222-6. - Vol. 5.2013, 2, p. 220-237
Subject:	United States of America \| Asia \| Emerging markets \| Newly industrialised economies \| Stock markets \| Dynamic market interdependence \| US and Asia newly industrialized economies \| Emerging market economies \| Granger causality \| Forecast error variance decomposition \| Schwellenländer \| Emerging economies \| Asien \| USA \| United States \| Aktienmarkt \| Stock market \| Kausalanalyse \| Causality analysis \| Taiwan \| Südkorea \| South Korea \| Singapur \| Singapore \| Börsenkurs \| Share price \| Hongkong \| Hong Kong