Stock market integration of emerging Asian economies : patterns and causes
S. Narayan; S. Sriananthakumar; S. Z. Islam
| Year of publication: |
2014
|
|---|---|
| Authors: | Narayan, Seema ; Sriananthakumar, S. ; Islam, S. Z. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 39.2014, p. 19-31
|
| Subject: | Stock market integration | DCC-GARCH model | Price differentials | Exchange rate risk | Trade linkages | GFC | EGARCH | Aktienmarkt | Stock market | Marktintegration | Market integration | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Preiskonvergenz | Price convergence | Asien | Asia | Schätzung | Estimation | Währungsrisiko |
| 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/10010419505