Cointegration and Causality Analysis On Developed Asian Markets For Risk Management And Portofolio Selection
Both practitioners and academics demand a linkage model acrossfinancial markets, particularly among regional capital markets, for both risk management and portfolio selection purposes. Researchers frequently use cointegration and causality analysis in investigating the dependence or co-movement of t...
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| Format: | Article NonPeerReviewed |
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[Yogyakarta] : Universitas Gadjah Mada
2008
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| Online Access: | https://repository.ugm.ac.id/27572/ http://i-lib.ugm.ac.id/jurnal/download.php?dataId=10632 |
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| Institution: | Universitas Gadjah Mada |