مرکز منطقه ای اطلاع رساني علوم و فناوري - A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis

Title of article :

A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis

Author/Authors :

Hsiao-Ching Sheng، نويسنده , , Anthony H. Tu، نويسنده ,

Pages :

From page :

345

To page :

365

Keywords :

Asian financial crisis , cointegration , Variance decomposition

Journal title :

Astroparticle Physics

Record number :

230749

Link To Document :