Kefei You

University of Greenwich

30 Park Row

Greenwich

London, SE10 9LS

United Kingdom

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Scholarly Papers (1)

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Stock Market Linkages between the ASEAN Countries, China and the Us: A Fractional Cointegration Approach

CESifo Working Paper No. 7537
Number of pages: 39 Posted: 08 Mar 2019
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and University of Greenwich
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Abstract:

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Asian stock markets, financial integration, fractional integration, fractional cointegration