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Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches

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  • Dekker, Arie
  • Sen, Kunal
  • Young, Martin R.

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  • Dekker, Arie & Sen, Kunal & Young, Martin R., 2001. "Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches," Global Finance Journal, Elsevier, vol. 12(1), pages 1-33.
    • Handle: RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33
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