A Study of the Interdependence of Four Major Stock Markets Using a Vector Autoregression
The question for this thesis is whether the four major stock markets--the United States, Great Britain, West Germany, and Japan are interdependent or segmented. The study period runs from February 1979 to June 1987, with the Wall Street Journal as a source of data. The Granger causality test is used...
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| Format: | Others |
| Language: | English |
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University of North Texas
1989
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc500682/ |