ISBN-10:
0754612457
ISBN-13:
9780754612452
Pub. Date:
09/01/1900
Publisher:
Taylor & Francis
Price Interdependence among Equity Markets in the Asia-Pacific Region

Price Interdependence among Equity Markets in the Asia-Pacific Region

by Eduardo D. Roca

Hardcover

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Product Details

ISBN-13: 9780754612452
Publisher: Taylor & Francis
Publication date: 09/01/1900
Pages: 184
Product dimensions: 6.14(w) x 8.78(h) x 0.67(d)

Table of Contents

Introduction; Equity market integration: concept, measurement and existing evidence; Statistical framework; Price interdependence between the equity markets of Australia and its major trading partners; Price Investigation of equity markets interdependence allowing for autoregressive conditional heteroskedasticity (ARCH) effects; Summary of results, implications and conclusion; Bibliography.

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