Price linkages in Asian equity markets: evidence bordering the Asian economic, currency and financial crises

DOI10.1023/B:FEJM.0000039873.53973.3CMaRDI QIDQ702228zbMATH OpenOpenAlexFDO

Authors Andrew C. Worthington, Masaki Katsuura, Helen Higgs

Publication date 17 January 2005

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:fejm.0000039873.53973.3c

zbMATH Keywords

market efficiencyFinancial integrationinternational portfolio diversification

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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• Why has Taiwan been immune to the Asian financial crisis?
• Test for spatial dominances in the distribution of stock returns: evidence from the Korean stock market before and after the East Asian financial crisis
• Research in finance.
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