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- W132173650 abstract "The objective of this paper is to reveal the situations of time-series changes of the covariations of stock returns between the Japanese markets and other Asian and Asia-pacific markets. In this paper, we first statistically revealed that the connections between stock returns between the Japanese markets and other Asian and Asia-pacific markets recently gradually increased. Second, our empirical examinations also clarified that right after the Lehman Shock in the US, the covariations between stock returns in Japan and other Asian and Asia-pacific markets generally increased." @default.
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- W132173650 date "2012-06-20" @default.
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- W132173650 title "How Do the Asian and the Asia-Pacific Equity Markets Covariate? The Linkage with Japan" @default.
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