The Relationship Between Stock Markets of Major Developed Countries and Asian Emerging Markets

Wong, Wing-Keung; Penm, Jammie H C; Terrell, Richard; Ching, Karen Yann

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The Relationship Between Stock Markets of Major Developed Countries and Asian Emerging Markets

Date

2004

Authors

Wong, Wing-Keung

Penm, Jammie H C

Terrell, Richard

Ching, Karen Yann

Publisher

Hindawi Publishing Corporation

Abstract

With the emergence of new capital markets and liberalization of stock markets in recent years, there has been an increase in investors' interest in international diversification. This is so because international diversification allows investors to have a

Keywords

Keywords: Cointegration; Developed market; Emerging market; Stock index; Unit root test

URI

http://hdl.handle.net/1885/88732

Collections

ANU Research Publications

Source

Journal of Applied Mathematics and Decision Sciences

Type

Journal article

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Cultural advice

The Relationship Between Stock Markets of Major Developed Countries and Asian Emerging Markets

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