Bagchi, Debasis; Ryu, Doojin - In: Afro-Asian Journal of Finance and Accounting 2 (2011) 3, pp. 230-247
This study investigates the market interdependence among the Dow Jones (USA), Nikkei225 (Japan), and KOSPI200 (Korea) index futures markets from May 2002 to July 2009, which is divided into three distinct periods: the normal growth, accelerated growth and declining growth (crisis) periods. We...
