Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets
- 31 August 1999
- journal article
- Published by Elsevier BV in Pacific-Basin Finance Journal
- Vol. 7 (3-4), 251-282
- https://doi.org/10.1016/s0927-538x(99)00013-x
Abstract
No abstract availableKeywords
This publication has 89 references indexed in Scilit:
- Emerging equity market volatilityJournal of Financial Economics, 1997
- Economic news and equity market linkages between the U.S. and U.K.Journal of Banking & Finance, 1995
- Time-Varying World Market IntegrationThe Journal of Finance, 1995
- Long-term relationships between international share pricesApplied Financial Economics, 1994
- EVIDENCE ON ADJUSTMENTS IN MAJOR NATIONAL STOCK MARKET LINKAGES OVER THE 1980SJournal of Business Finance & Accounting, 1994
- International stock market linkages: Evidence from the pre- and post-October 1987 periodJournal of Banking & Finance, 1993
- A STUDY OF INTERNATIONAL FINANCIAL MARKET INTEGRATION: AN EXAMINATION OF THE U.S., HONG KONG AND SINGAPORE MARKETSJournal of Business Finance & Accounting, 1990
- Does Money Matter in Canada? Evidence from a Vector Error Correction ModelThe Review of Economics and Statistics, 1989
- The Canadian--U.S. Exchange Rate: Evidence from a Vector AutoregressionThe Review of Economics and Statistics, 1986
- Investor Recognition of Corporate International DiversificationThe Journal of Finance, 1977