Common Features In East Asian Stock Markets: Long-Term And Short-Term Comovements Between China And Korea
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DOI: 10.1142/S0217590813500185
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More about this item
Keywords
Cofeature; cointegration; comovement; QDII; QFII; G15; C22; C32;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Statistics
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