Does Intra-Regional Trade Matter in Regional Stock Markets?: New Evidence from Asia-Pacific Region
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More about this item
Keywords
Stock market synchronization; Regional trade; Regime change; Smooth transition autoregressive model;All these keywords.
JEL classification:
- F15 - International Economics - - Trade - - - Economic Integration
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-INT-2018-02-12 (International Trade)
- NEP-SEA-2018-02-12 (South East Asia)
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