An empirical study of the asymmetric cointegration relationships among the Chinese stock markets

Author: Shen Chung-Hua   Chen Chien-Fu   Chen Li-Hsueh  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.39, Iss.11, 2007-06, pp. : 1433-1445

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Abstract