Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Year of publication: |
2022
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; You, Kefei |
Published in: |
Emerging markets, finance and trade : EMFT. - 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 | Kointegration | Cointegration | Aktienmarkt | Stock market | Schätzung | Estimation | Marktintegration | Market integration | ASEAN-Staaten | ASEAN countries | China | Asien | Asia | Börsenkurs | Share price | Finanzmarkt | Financial market | Internationale Wirtschaftsbeziehungen | International economic relations |
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