Showing 1 - 10 of 52,982
in 2001, common factors have largely replaced direct spillovers. -- China ; stock market ; integration ; causality …
Persistent link: https://www.econbiz.de/10003796141
Persistent link: https://www.econbiz.de/10011283399
Persistent link: https://www.econbiz.de/10011414251
Statistics of the People's Republic of China. Unit root, cointegration tests, vector error correction estimates, block exogeneity …
Persistent link: https://www.econbiz.de/10012970640
The paper aims to investigate the possible dual causality between exchange rates and stock indices of China and ASEAN … the Shanghai Composite Index and Shenzhen Stock Index in the context of China’s third largest trading bloc, i.e., ASEAN … and forex markets in the context of China and ASEAN. The focus of this paper is to explore such relationship with the …
Persistent link: https://www.econbiz.de/10012024028
Persistent link: https://www.econbiz.de/10012150583
Persistent link: https://www.econbiz.de/10011775457
This paper seeks to disentangle the sources of correlations between high-, mid- and low-cap stock indexes from the German prime standard. In principle, such comovement can arise from direct spillover between the variables or due to common factors. By standard means, these different components...
Persistent link: https://www.econbiz.de/10003635066
Persistent link: https://www.econbiz.de/10003794220
Persistent link: https://www.econbiz.de/10003887532