Bahng, Seungwook; Shin, Seung-Myo - In: Global Economic Review 33 (2004) 3, pp. 43-60
This paper investigates what types of mutual relationships exist among the stock markets of the Greater China economic bloc, which include stock markets in Hong Kong and Taiwan, as well as stock markets in Shanghai and Shenzhen. Using the unit root test, co-integration analysis, and vector error...