The integration of capital markets: Cointegration analysis of the stock market indices among China, Hong Kong, Singapore, Taiwan, Japan, UK and US economies

The integration of capital markets: Cointegration analysis of the stock market indices among China, Hong Kong, Singapore, Taiwan, Japan, UK and US economies

Master's

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Bibliographic Details
Main Author: YUAN YING
Other Authors: ECONOMICS
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Cointegration; Integration of Capital Markets; Fractional Cointegration; Granger Causality
Online Access:http://scholarbank.nus.edu.sg/handle/10635/13700
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Institution: National University of Singapore
Language: English
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