Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market

Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market

10.1016/j.intfin.2007.05.004

Saved in:
Bibliographic Details
Main Authors: Qiao, Z., Chiang, T.C., Wong, W.-K.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Cointegration
FIVECM
Multivariate GARCH
Stock market segmentation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/22317
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Description
Summary:10.1016/j.intfin.2007.05.004

Similar Items