Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices
Min-Hsien Chiang and Jo-Yu Wang
| Year of publication: |
2008
|
|---|---|
| Authors: | Chiang, Min-Hsien ; Wang, Jo-Yu |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 40.2008, 1/3, p. 285-293
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Kointegration | Cointegration | Schätzung | Estimation | Taiwan | Japan | Hongkong | Hong Kong | Singapur | Singapore |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003721960