Price Interdependence among Equity Markets in the Asia-Pacific Region available in Hardcover
- Pub. Date:
- Taylor & Francis
A well-structured scholarly investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics and through the use of a highly regarded database. It provides a sound coverage of theoretical analysis and applications with respect to a very interesting and topical matter in economic analysis. An essential text for business, economics, international relations and development studies.
|Publisher:||Taylor & Francis|
|Product dimensions:||6.14(w) x 8.78(h) x 0.67(d)|
Table of ContentsIntroduction; 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.