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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1994
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| Subjects: | |
| 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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