Links between the Indian, U.S. and Chinese Stock Markets
Year of publication: |
2006-01
|
---|---|
Authors: | Chen, Heng ; Lobo, Bento J. ; Wong, Wing-Keung |
Institutions: | Department of Economics, National University of Singapore |
Subject: | Stock market | Cointegration | Fractionally Integrated Vector Error Correction Model | Multivariate GARCH |
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