Do stock price indices respond asymmetrically?

Author:

Bahng Joshua Seungwook,Shin Seung-myo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference18 articles.

1. International stock market linkages: Evidence from the pre- and post-October 1987 period;Arshanapalli;Journal of Banking and Finance,1993

2. Pre- and post-October 1987 stock market linkages between US and Asian markets;Arshanapalli;Pacific-Basin Finance Journal,1995

3. The relationship between developed equity markets and the Pacific Basin’s emerging equity markets;Cha;International Review of Economics and Finance,2000

4. Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches;Dekker;Global Finance Journal,2001

5. Enders, W. (1995). Applied econometric time series. New York: Wiley.

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