The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)
Year of publication: |
2010
|
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Authors: | Chu, Patrick Kuok-Kun |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 4, p. 281-288
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Subject: | Pension fund | Unit Root Test | Cointegration analysis | Causality test | Hongkong | Hong Kong | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Pensionskasse | Börsenkurs | Share price | Aktienmarkt | Stock market | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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