Stock market linkages in Asia : revisiting granger causality evidences
Year of publication: |
2022
|
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Authors: | Saji, T. G. |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 29.2022, 3/632, p. 151-168
|
Subject: | stock market integration; Granger causality | variance decompositions | impulse responses | portfolio diversifications | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Marktintegration | Market integration | Asien | Asia | Kointegration | Cointegration | Dekompositionsverfahren | Decomposition method | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
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