The linkages between the equity markets of pacific-basin countries and those of the U.S., U.K., and Japan: A vector autoregression analysis

Jinwoo Park; Ali M. Fatemi

doi:10.1016/1044-0283(93)90013-O

The linkages between the equity markets of pacific-basin countries and those of the U.S., U.K., and Japan: A vector autoregression analysis

Jinwoo Park
, Ali M. Fatemi

DePaul University

Kansas State University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	49-64
Number of pages	16
Journal	Global Finance Journal
Volume	4
Issue number	1
DOIs	https://doi.org/10.1016/1044-0283(93)90013-O
State	Published - 1993

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Access to Document

10.1016/1044-0283(93)90013-O

Cite this

@article{938d3aba7a534e978575bb4cbf171c4d,

title = "The linkages between the equity markets of pacific-basin countries and those of the U.S., U.K., and Japan: A vector autoregression analysis",

author = "Jinwoo Park and Fatemi, \{Ali M.\}",

year = "1993",

doi = "10.1016/1044-0283(93)90013-O",

language = "English",

volume = "4",

pages = "49--64",

journal = "Global Finance Journal",

issn = "1044-0283",

number = "1",

}

TY - JOUR

T1 - The linkages between the equity markets of pacific-basin countries and those of the U.S., U.K., and Japan

T2 - A vector autoregression analysis

AU - Park, Jinwoo

AU - Fatemi, Ali M.

PY - 1993

Y1 - 1993

UR - https://www.scopus.com/pages/publications/38249000341

UR - https://www.scopus.com/pages/publications/38249000341#tab=citedBy

U2 - 10.1016/1044-0283(93)90013-O

DO - 10.1016/1044-0283(93)90013-O

M3 - Article

SN - 1044-0283

VL - 4

SP - 49

EP - 64

JO - Global Finance Journal

JF - Global Finance Journal

IS - 1

ER -

The linkages between the equity markets of pacific-basin countries and those of the U.S., U.K., and Japan: A vector autoregression analysis

ASJC Scopus Subject Areas

Access to Document

Other files and links

Cite this