Regional and global integration of Asian stock markets
This paper assesses the levels of regional and global stock market integration of emerging and frontier Asian countries. The long run relationships established amongst markets are investigated using Gregory and Hansen’s cointegration tests and Detrended Cross Correlation coefficients. The results of...
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| Other Authors: | , , |
| Format: | article |
| Language: | por |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10174/26303 |
| Country: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/26303 |