Dynamic Relations among International Stock Markets
In this paper, we employ a multiple hypotheses testing method to examine the short-term dynamic relations among international stock markets. The test procedure systematically examines all relevant hypotheses for the relations between markets. The test procedure also allows us to isolate the effect o...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1998
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/852 |
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| Institution: | Singapore Management University |
| Language: | English |