The interdependence and cause of Japanese and US stock prices : an event study
Year of publication: |
2002
|
---|---|
Authors: | Tsutsui, YoshirÅ |
Published in: |
Asian economic journal : journal of the East Asian Economic Association. - Richmond, Vic. : Wiley-Blackwell, ISSN 1351-3958, ZDB-ID 1134817-3. - Vol. 16.2002, 2, p. 97-109
|
Subject: | Aktienindex | Stock index | Kausalanalyse | Causality analysis | Japan | USA | United States |
-
Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang, (2000)
-
Superexogeneity and the dynamic linkages among international equity markets
Francis, Bill B., (1998)
-
Testing for cointegration and Granger causality between the US and European financial markets
Floros, Christos, (2005)
- More ...
-
Dose birthweight matter to quality of life? A comparison between Japan, the U.S., and India
Yamane, Chisako, (2022)
-
Expanding the scope of expectations data collection : the US and Japanese stock markets
Shiller, Robert J., (1992)
-
Investor behavior in the October 1987 stock market crash : the case of Japan
Shiller, Robert J., (1988)
- More ...