The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)
Patrick Kuok Kun Chu
| Year of publication: |
2010
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|---|---|
| Authors: | Chu, Patrick Kuok-Kun |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 4, p. 281-288
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| Subject: | Pension fund | Unit Root Test | Cointegration analysis | Causality test | Pensionskasse | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Hongkong | Hong Kong | Börsenkurs | Share price | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Aktienmarkt | Stock market |
| 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/10009272665