Leong, S.C.; Felminham, B. - School of Economics and Finance, Tasmanian School of … - 2001
The interdependence of Japan’s Nikkei (JN), Taiwan Weighted (TW), Singapore Strait Times (SST), Korea Composite (KC) and Hang Seng (HS) SPIs is tested on 2739 daily observations for July 8, 1990 to July 6, 2000.