Yao, Shujie (contributor); Luo, Dan (contributor); … - 2008
Leverhulme Trust (F/00765/A), and the EU-China
Financial Cooperation Project (EuropeAid 112901/C/SV/CN). The views expressed … following co-integration test, both AEG and Johansen’s methods
concluded a long-run stable equilibrium relationship between …: Shanghai Stock Exchange, VAR, Johansen co-integration tests, Granger
causality tests
Outline:
1. Introduction
2 …