Are Asian stock market fluctuations due mainly to\Intra-regional contagion effects? Evidence based on Asian emerging stock markets

Abul M. M. Masih، نويسنده , , Rumi Masih، نويسنده ,

روزنامه با شماره پیاپی سال 1999

32

251

282

Linkages , \Integration , Granger causality , Unit roots , \Integratedprocesses , Vector error-correction modelling , cointegration , Stock pricermarket , Vector autoregression

Pacific-Basin Finance Journal

1999

Pacific-Basin Finance Journal

249250