A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis

✍ Scribed by Hsiao-Ching Sheng; Anthony H. Tu

• Book ID: 114339935
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 510 KB
• Volume: 10
• Category: Article
• ISSN: 1042-444X
• DOI: 10.1016/s1042-444x(00)00034-7