The Asian financial crisis and the co-movement of Asian stock markets

Author:

Jang Hoyoon,Sul Wonsik

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference6 articles.

1. Baig, T., & Goldfajn, I. (1998). Financial market contagion in the Asian crisis. IMF Working Paper WP/98/155.

2. Co-integration and error correction: representation, estimation, testing;Engle;Econometrica,1987

3. Investigating causal relations by econometric models and cross spectral methods;Granger;Econometrica,1969

4. Lee, B. S., & Jeon, B. N. (1992). Common stochastic trends and predictability of international stock prices. University of Minnesota Working Paper.

5. The international crash of October 1987: causality test;Malliaris;Journal of Financial Quantitative Analysis,1992

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