Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts

Author： Narayan Paresh Kumar   Smyth Russell  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.14, Iss.14, 2004-10, pp. : 991-1004

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

Related content

Nonlinear mean reversion in the G7 stock markets

By Kim Hyeongwoo   Stern Liliana   Stern Michael  

Applied Financial Economics, Vol. 19, Iss. 5, 2009-03 ,pp. : 347-355

Routledge Ltd

Access to resources Recommend Favorite

Linkages between Shanghai and Hong Kong stock indices

By Zhang Shenqiu   Paya Ivan   Peel David  

Applied Financial Economics, Vol. 19, Iss. 23, 2009-12 ,pp. : 1847-1857

Routledge Ltd

Access to resources Recommend Favorite

Asymmetric stochastic volatility in emerging stock markets

By Selçuk Faruk  

Applied Financial Economics, Vol. 15, Iss. 12, 2005-08 ,pp. : 867-874

Routledge Ltd

Access to resources Recommend Favorite

Dynamic linkages among ASEAN-5 emerging stock markets

By Majid M. Shabri Abd.   Meera Ahamed Kameel Mydin   Omar Mohd. Azmi   Aziz Hassanuddeen Abdul  

International Journal of Emerging Markets, Vol. 4, Iss. 2, 2009-04 ,pp. : 160-184

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Stock and bond market interactions with two regime shifts: evidence from Turkey

By Evrim-Mandaci Pinar   Kahyaoglu Hakan   Cagli Efe Caglar  

Applied Financial Economics, Vol. 21, Iss. 18, 2011-09 ,pp. : 1355-1368

Routledge Ltd

Access to resources Recommend Favorite