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Price Interdependence Among Equity Markets in the Asia-Pacific Region: Focus on Australia and ASEAN de Eduardo Roca

Price Interdependence Among Equity Markets in the Asia-Pacific Region: Focus on Australia and ASEAN

Autor Eduardo Roca
en Limba Engleză Paperback – 31 dec 2018
This title was first published in 2000:  An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.
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Livrare economică 06-20 ianuarie 25

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Specificații

ISBN-13: 9781138704107
ISBN-10: 1138704105
Pagini: 184
Dimensiuni: 153 x 215 mm
Greutate: 0.25 kg
Ediția:1
Editura: Taylor & Francis
Colecția Routledge
Locul publicării:Oxford, United Kingdom

Cuprins

List of Figures -- List of Tables -- Preface -- Acknowledgments -- 1 Introduction -- 2 Equity Market Integration: Concept, Measurement and Existing Evidence -- 3 Statistical Framework -- 4 Price Interdependence between the Equity Markets of Australia and its Major Trading Partners -- 5 Price Interdependence among the ASEAN Equity Markets -- 6 Equity Market Price Interdependence between Australia and ASEAN -- 7 Investigation of Equity Markets Interdependence Allowing for Autoregressive Conditional Heteroskedasticity (ARCH) Effects -- 8 Summary of Results, Implications and Conclusion -- Bibliography.

Notă biografică

School of Accounting, Banking and Finance Faculty of Commerce and Management Griffith University.

Descriere

This title was first published in 2000:  An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.