Essays on the nexus among international financial markets: a causality perspective

This study consists of three essays of causal relations between international financial markets. The first essay investigates the impact stock exchange mergers on indices co-movement and international portfolio management. The long run cointegration and causal relations between a group Nordic and Ba...

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Bibliographic Details
Main Author: Xie, Wenjing
Format: Others
Language:English
Published: HKBU Institutional Repository 2016
Subjects:
Online Access:https://repository.hkbu.edu.hk/etd_oa/297
https://repository.hkbu.edu.hk/cgi/viewcontent.cgi?article=1297&context=etd_oa