Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Guglielmo Maria Caporale, Luis A. Gil-Alana, and Kefei You
| Year of publication: |
2022
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| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; You, Kefei |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 5, p. 1502-1514
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| Subject: | Asian stock markets | financial integration | fractional cointegration | fractional integration | Aktienmarkt | Stock market | Kointegration | Cointegration | China | ASEAN-Staaten | ASEAN countries | Marktintegration | Market integration | Schätzung | Estimation | USA | United States | Asien | Asia | Singapur | Singapore | Finanzmarkt | Financial market | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2021.1898366 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167095