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  • Search: subject:"smooth time-varying cointegration model"
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Asia 1 Asien 1 Cointegration 1 Epidemic 1 Epidemic diseases 1 Epidemie 1 Estimation 1 Infectious disease 1 Infektionskrankheit 1 Kointegration 1 Market integration 1 Marktintegration 1 Schätzung 1 Severe Acute Respiratory Syndrome 1 difference-in-differences 1 financial integration 1 smooth time-varying cointegration model 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Mei-Ping 1 Chen, Wen-Yi 1 Lee, Chien-Chiang 1 Lin, Yu-Hui 1
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Economic research 1
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Did the S.A.R.S. epidemic weaken the integration of Asian stock markets? : evidence from smooth time-varying cointegration analysis
Chen, Mei-Ping; Lee, Chien-Chiang; Lin, Yu-Hui; Chen, Wen-Yi - In: Economic research 31 (2018) 1,1, pp. 908-926
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