Equity market linkages in the Asia Pacific region - A comparison of the orthogonalised and generalised VAR approaches

Author: Dekker A.   Sen K.   Young M.R.  

Publisher: Elsevier

ISSN: 1044-0283

Source: Global Finance Journal, Vol.12, Iss.1, 2001-03, pp. : 1-33

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract