What Drives the Stock Market Comovements between Korea and China, Japan and the U.S.?
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DOI: 10.23895/kdijep.2018.40.1.45
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Cited by:
- Jinsoo Lee & Bok-Keun Yu, 2018. "The Effects of Export Diversification on Macroeconomic Stabilization : Evidence from Korea," Working Papers 2018-25, Economic Research Institute, Bank of Korea.
- Choi, Seungmoon, 2018. "Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 40(4), pages 1-22.
- Yongseung Han & Myeong Hwan Kim, 2023. "Monetary shocks on the Korean stock index: structural VAR analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(1), pages 85-102, March.
- Lee, Jinsoo & Yu, Bok-Keun, 2019. "The Effects of Export Diversification on Macroeconomic Stabilization: Evidence from Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 41(1), pages 1-14.
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More about this item
Keywords
Stock Market Comovement; Trade Linkage; Financial Linkage;All these keywords.
JEL classification:
- F15 - International Economics - - Trade - - - Economic Integration
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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