Cross Return Predictability in Pacific Basin Stock Markets

The return transmission across the stock markets of the Pacific Basin is examined. Using the multiple time-series approach, the analysis identifies explicitly the interaction among national markets and investigates the predictability of return on a post-sample basis. The analysis covers the period b...

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Bibliographic Details
Main Authors: Chan, Wai-Sum, TSE, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1994
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Online Access:https://ink.library.smu.edu.sg/soe_research/213
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Institution: Singapore Management University
Language: English

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