Time-varying inter-market linkage of international stock markets

$54.78 plus tax (Refund Policy)

Buy Article:

Abstract:

As a response to the growing concern on the interconnection of international stock markets, this study uses the Pena-Box model to capture time-varying relationship of the returns of 13 stock indices during 1993-2002. The results indicate a dynamic relationship of world major stock markets over time, which provide new but supplemental evidence on the conclusion derived from the conventional confirmatory factor analyses in literature.

Document Type: Research Article

DOI: http://dx.doi.org/10.1080/00036840600970146

Affiliations: 1: Department of International Business Studies, National Chi-Nan University, Taiwan 545, R.O.C. 2: Department of Banking and Finance, National Chi-Nan University, Taiwan 545, R.O.C.

Publication date: October 1, 2008

More about this publication?
Related content

Share Content

Access Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content
Cookie Policy
X
Cookie Policy
ingentaconnect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more