Determinants of Stock Market Co-Movements between Pakistan and Asian Emerging Economies
نویسندگان
چکیده
منابع مشابه
Stock market integration of emerging Asian economies: Patterns and causes
a r t i c l e i n f o JEL classification: G01 G11 G15 Keywords: Stock market integration DCC-GARCH model Price differentials Exchange rate risk Trade linkages GFC EGARCH In this study, we examine the patterns and causes of stock market integration of selected emerging Asian nations against the US, Australia, China, and India for the period 1 January 2001 to 31 March 2012. We compare patterns of...
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ژورنال
عنوان ژورنال: Journal of Risk and Financial Management
سال: 2018
ISSN: 1911-8074
DOI: 10.3390/jrfm11030032