Assessing Financial Market Integration In Asia - Equity Markets
Year of publication: |
2007-04
|
---|---|
Authors: | Yu, Ip-wing ; Fung, Laurence ; Tam, Chi-sang |
Institutions: | Hong Kong Monetary Authority |
Subject: | Financial integration | Kalman filter | Cointegration | Common component | Synchronisation | Dynamic correlation |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 0704 37 pages |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
-
Assessing Bond Market Integration in Asia
Yu, Ip-wing, (2007)
-
Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence
Fung, Laurence, (2008)
-
Real Financial Integration among the East Asian Economies: A SURADF Panel Approach
Chan, Tze-Haw, (2005)
- More ...
-
Assessing Bond Market Integration in Asia
Yu, Ip-wing, (2007)
-
Assessing the Risk of Multiple Defaults in the Banking System
Yu, Ip-wing, (2006)
-
Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence
Fung, Laurence, (2008)
- More ...