The impact of structural breaks on the integration of the ASEAN-5 stock markets
Year of publication: |
2009
|
---|---|
Authors: | Chen, Cathy W.S. ; Gerlach, Richard ; Cheng, Nick Y.P. ; Yang, Y.L. |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 79.2009, 8, p. 2654-2664
|
Publisher: |
Elsevier |
Subject: | Cointegration rank | Structural break | Asian financial crisis | Stock market |
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