Cointegration and stationarity analysis of Japanese speculative land and stock markets: 1982-1993
There was a remarkable downturn in the stock and land markets of Japan at the end of 1989 and the beginning of 1990. This thesis examines speculative stock and land market indices, explores relationships between these indices, and determines if the downturn had any affect on such relationships....
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Format: | Others |
Language: | English |
Published: |
2009
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Online Access: | http://hdl.handle.net/2429/5574 |
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