Article ID Journal Published Year Pages File Type
5062724 Economics Letters 2006 7 Pages PDF
Abstract
By estimating a structural-form GJR model, this paper finds that contemporaneous interactions exist between the stock markets of the U.S., Japan, and Hong Kong. However, it is determined that Hong Kong stock returns react minimally to increases in Japan stock returns.
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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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The contemporaneous interactions between the U.S., Japan, and Hong Kong stock markets
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