Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners
Year of publication: |
2007
|
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Authors: | Hatemi-J, Abdulnasser ; Roca, Eduardo |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 10/12, p. 827-835
|
Subject: | Aktienmarkt | Stock market | Marktintegration | Market integration | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Bootstrap-Verfahren | Bootstrap approach | Australien | Australia | Japan | USA | United States | Großbritannien | United Kingdom | Hongkong | Hong Kong | Singapur | Singapore | Taiwan | Südkorea | South Korea | 1993-2001 |
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