Huyghebaert, Nancy; Wang, Lihong - In: China Economic Review 21 (2010) 1, pp. 98-112
This paper examines the integration and causality of interdependencies among seven major East Asian stock exchanges before, during, and after the 1997-1998 Asian financial crisis. For this purpose, we use daily stock market data from July 1, 1992 to June 30, 2003 in local currency as well as US...