Roca, Eduardo; Selvanathan, E. Antony - In: Applied Economics Letters 8 (2001) 3, pp. 203-207
This paper analyses price linkages between the equity market of Australia and those of Hong Kong, Singapore and Taiwan using cointegration, Granger-causality, variance decomposition and impulse response analyses based on MSCI database covering the period 1975-1995. The results show that the...