Common stochastic trends among Far East stock prices : effects of the Asian financial crisis
Year of publication: |
2007
|
---|---|
Authors: | Choudhry, Taufiq ; Lin, Lu ; Peng, Ke |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 16.2007, 3, p. 242-261
|
Subject: | Börsenkurs | Share price | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Finanzkrise | Financial crisis | Ostasien | East Asia | Japan | USA | United States | 1997-1998 |
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