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Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Journal article
Applied Financial Economics, 2011,Volume: 21,Issue: 24,Page: 1831-1841
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test  
Granger causal relations among Greater China stock markets: a Nonlinear perspective Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 1437-1450
Authors:  Zhuo Qiao;  Keith Lam
Favorite | View/Download:9/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/22
Granger Causality  Nonlinearity  Greater China  Stock Market  
Pricing efficiency and arbitrage: Hong Kong derivatives markets revisited Journal article
Applied Financial Economics, 2006,Volume: 16,Issue: 16,Page: 1185-1198
Authors:  Zhang,Zhihua;  Lai,Rose Neng
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/08/01