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

dc.contributor.authorWong, Wing-Keung
dc.contributor.authorPenm, Jammie H C
dc.contributor.authorTerrell, Richard
dc.contributor.authorChing, Karen Yann
dc.date.accessioned2015-12-13T23:14:41Z
dc.date.available2015-12-13T23:14:41Z
dc.date.issued2004
dc.date.updated2015-12-12T08:39:52Z
dc.description.abstractWith 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
dc.identifier.issn1173-9126
dc.identifier.urihttp://hdl.handle.net/1885/88732
dc.publisherHindawi Publishing Corporation
dc.sourceJournal of Applied Mathematics and Decision Sciences
dc.subjectKeywords: Cointegration; Developed market; Emerging market; Stock index; Unit root test
dc.titleThe Relationship Between Stock Markets of Major Developed Countries and Asian Emerging Markets
dc.typeJournal article
local.bibliographicCitation.issue4
local.bibliographicCitation.lastpage218
local.bibliographicCitation.startpage201
local.contributor.affiliationWong, Wing-Keung, National University of Singapore
local.contributor.affiliationPenm, Jammie H C, College of Business and Economics, ANU
local.contributor.affiliationTerrell, Richard, College of Business and Economics, ANU
local.contributor.affiliationChing, Karen Yann, National University of Singapore
local.contributor.authoremailu6400283@anu.edu.au
local.contributor.authoruidPenm, Jammie H C, u870365
local.contributor.authoruidTerrell, Richard, u6400283
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor150201 - Finance
local.identifier.ariespublicationMigratedxPub18529
local.identifier.citationvolume8
local.identifier.scopusID2-s2.0-34547957978
local.identifier.uidSubmittedByMigrated
local.type.statusPublished Version

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