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Price Interdependence among Equity Markets in the Asia-Pacific Region Book

Price Interdependence among Equity Markets in the Asia-Pacific Region
Price Interdependence among Equity Markets in the Asia-Pacific Region, A well-structured scholarly investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics and through the use of a highly regarded database., Price Interdependence among Equity Markets in the Asia-Pacific Region has a rating of 3.5 stars
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Price Interdependence among Equity Markets in the Asia-Pacific Region, A well-structured scholarly investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics and through the use of a highly regarded database., Price Interdependence among Equity Markets in the Asia-Pacific Region
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  • Price Interdependence among Equity Markets in the Asia-Pacific Region
  • Written by author Eduardo D. Roca
  • Published by Ashgate Publishing, Limited, September 1900
  • A well-structured scholarly investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics and through the use of a highly regarded database.
  • A well-structured scholarly investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics and through the use of a highly regarded database.
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Book Categories

Authors

List of Figures
List of Tables
Preface
Acknowledgments
1Introduction1
2Equity Market Integration: Concept, Measurement and Existing Evidence10
3Statistical Framework30
4Price Interdependence between the Equity Markets of Australia and its Major Trading Partners51
5Price Interdependence among the ASEAN Equity Markets78
6Equity Market Price Interdependence between Australia and ASEAN93
7Investigation of Equity Markets Interdependence Allowing for Autoregressive Conditional Heteroskedasticity (ARCH) Effects106
8Summary of Results, Implications and Conclusion141
Bibliography148


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Price Interdependence among Equity Markets in the Asia-Pacific Region, A well-structured scholarly investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics and through the use of a highly regarded database., Price Interdependence among Equity Markets in the Asia-Pacific Region

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Price Interdependence among Equity Markets in the Asia-Pacific Region, A well-structured scholarly investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics and through the use of a highly regarded database., Price Interdependence among Equity Markets in the Asia-Pacific Region

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Price Interdependence among Equity Markets in the Asia-Pacific Region, A well-structured scholarly investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics and through the use of a highly regarded database., Price Interdependence among Equity Markets in the Asia-Pacific Region

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