Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach
Author:
Affiliation:
1. Department of Economics and Finance, Brunel University London, London, UK
2. School of Economics and Business Administration, University of Navarra, Pamplona, Spain
3. School of Accounting and Finance, University of Greenwich, London, UK
Funder
Ministerio de Ciencia y Tecnología, Italy
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2021.1898366
Reference46 articles.
1. Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement
2. Arslanalp, S., W. Liao, S. Piao, and D. Seneviratne, 2016, China’s growing influence on Asian financial markets, IMF Working Papers No. 16/173, International Monetary Fund, Washington, DC.
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