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

By H. Sheng, A. Tu. 2000

202 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/da5ae444f23d50329d9b0738371f2e1999b18eb6

Citations in the corpus

• Stock market integration and financial crises: the case of Asia (2003, unknown): “unlike Sheng and Tu (2000), two rather than one cointe-”