Equity market linkages in the Asia Pacific region : a comparison of the orthogonalised and generalised VAR approaches
Arie Dekker; Kunal Sen; Martin R. Young
| Year of publication: |
2001
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|---|---|
| Authors: | Dekker, Arie ; Sen, Kunal ; Young, Martin R. |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 12.2001, 1, p. 1-33
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| Subject: | Aktienmarkt | Stock market | Kapitalmobilität | Capital mobility | Informationseffizienz | Informational efficiency | Dekompositionsverfahren | Decomposition method | VAR-Modell | VAR model | Asiatisch-pazifischer Raum | Asia-Pacific region |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Global finance journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001600995