The emerging market crisis and stock mar
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Jian Yang; Cheng Hsiao; Qi Li; Zijun Wang
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Article
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2006
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John Wiley and Sons
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English
β 199 KB
## Abstract This study examines the longβrun price relationship and the dynamic price transmission among the USA, Germany, and four major Eastern European emerging stock markets, with particular attention to the impact of the 1998 Russian financial crisis. The results show that both the longβrun pr