Dynamics of stock market integration between the US and the BRIC
博士 === 國立交通大學 === 管理科學系所 === 99 === This study investigates the evolving pattern of integration and Granger-causality relationships between the US and developing BRIC stock markets. Our study employs both the linear Engle–Granger cointegration test and the nonlinear Enders–Siklos cointegration test...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19357827488964785098 |